Pages that link to "Item:Q548539"

The following pages link to Estimation of high-dimensional low-rank matrices (Q548539):

Displaying 46 items.

• Exponential weights in multivariate regression and a low-rankness favoring prior (Q2179638) (← links)
• Matrix completion with nonconvex regularization: spectral operators and scalable algorithms (Q2195855) (← links)
• Sparse trace norm regularization (Q2259743) (← links)
• Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models (Q2284369) (← links)
• Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach (Q2286374) (← links)
• Provable accelerated gradient method for nonconvex low rank optimization (Q2303662) (← links)
• Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions (Q2313281) (← links)
• Nonparametric estimation of low rank matrix valued function (Q2326073) (← links)
• ROP: matrix recovery via rank-one projections (Q2338922) (← links)
• Matrix estimation by universal singular value thresholding (Q2338924) (← links)
• \(S_{1/2}\) regularization methods and fixed point algorithms for affine rank minimization problems (Q2364127) (← links)
• Bayesian sparse reduced rank multivariate regression (Q2397124) (← links)
• Entropy numbers of embeddings of Schatten classes (Q2402683) (← links)
• Asymptotic equivalence of quantum state tomography and noisy matrix completion (Q2438759) (← links)
• Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
• Noisy low-rank matrix completion with general sampling distribution (Q2444669) (← links)
• Statistically optimal and computationally efficient low rank tensor completion from noisy entries (Q2656588) (← links)
• Regularized sample average approximation for high-dimensional stochastic optimization under low-rankness (Q2687436) (← links)
• High-dimensional VARs with common factors (Q2688656) (← links)
• Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix (Q2786472) (← links)
• Linear Models Based on Noisy Data and the Frisch Scheme (Q2808247) (← links)
• Low Rank Estimation of Similarities on Graphs (Q2840345) (← links)
• On Cross-Validation for Sparse Reduced Rank Regression (Q3120104) (← links)
• Near-optimal estimation of simultaneously sparse and low-rank matrices from nested linear measurements (Q4603729) (← links)
• Regularization and the small-ball method II: complexity dependent error rates (Q4637079) (← links)
• Matrix Completion under Low-Rank Missing Mechanism (Q5037801) (← links)
• Bayesian singular value regularization via a cumulative shrinkage process (Q5093737) (← links)
• Multi-Armed Angle-Based Direct Learning for Estimating Optimal Individualized Treatment Rules With Various Outcomes (Q5130612) (← links)
• Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization (Q5131966) (← links)
• (Q5214246) (← links)
• Matrix Completion With Covariate Information (Q5229904) (← links)
• Matrix Completion Methods for Causal Panel Data Models (Q5881958) (← links)
• An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls (Q5881967) (← links)
• The analysis of multivariate data using semi-definite programming (Q5964467) (← links)
• High-dimensional regression with unknown variance (Q5965306) (← links)
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers (Q5965308) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965315) (← links)
• High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
• Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression (Q6086172) (← links)
• A framework of regularized low-rank matrix models for regression and classification (Q6089218) (← links)
• An efficient semi-proximal ADMM algorithm for low-rank and sparse regularized matrix minimization problems with real-world applications (Q6098964) (← links)
• Profile GMM estimation of panel data models with interactive fixed effects (Q6108285) (← links)
• Covariate-assisted matrix completion with multiple structural breaks (Q6130995) (← links)
• Robust matrix estimations meet Frank-Wolfe algorithm (Q6134341) (← links)
• Inference for low-rank models (Q6177325) (← links)