Pages that link to "Item:Q5258424"
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The following pages link to A useful variant of the Davis–Kahan theorem for statisticians (Q5258424):
Displaying 50 items.
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
- A unified performance analysis of likelihood-informed subspace methods (Q2676941) (← links)
- Conditional regression for single-index models (Q2676954) (← links)
- High-dimensional VARs with common factors (Q2688656) (← links)
- Non-backtracking spectra of weighted inhomogeneous random graphs (Q2694728) (← links)
- An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation (Q4558538) (← links)
- Statistical inference on random dot product graphs: a survey (Q4558565) (← links)
- High Dimensional Change Point Estimation via Sparse Projection (Q4603814) (← links)
- Near-Optimal Bounds for Phase Synchronization (Q4637501) (← links)
- FACTORISABLE MULTITASK QUANTILE REGRESSION (Q4959134) (← links)
- Multivariate Functional Principal Component Analysis for Data Observed on Different (Dimensional) Domains (Q4962431) (← links)
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- Blind Identification of Stochastic Block Models from Dynamical Observations (Q5027031) (← links)
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- Bounds on the spectral sparsification of symmetric and off-diagonal nonnegative real matrices (Q5063290) (← links)
- Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (Q5129173) (← links)
- Solving Jigsaw Puzzles by the Graph Connection Laplacian (Q5143313) (← links)
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- An Optimal-Storage Approach to Semidefinite Programming Using Approximate Complementarity (Q5162656) (← links)
- FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
- Perturbation bounds for eigenspaces under a relative gap condition (Q5210923) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- Estimating Mixed Memberships With Sharp Eigenvector Deviations (Q5881973) (← links)
- Community detection and percolation of information in a geometric setting (Q5886352) (← links)
- High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
- Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning (Q6047503) (← links)
- Subsampling spectral clustering for stochastic block models in large-scale networks (Q6071693) (← links)
- Detection thresholds in very sparse matrix completion (Q6072328) (← links)
- Spiked singular values and vectors under extreme aspect ratios (Q6097562) (← links)
- Pattern Formation in Random Networks Using Graphons (Q6106290) (← links)
- Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates (Q6114786) (← links)
- A unified approach to synchronization problems over subgroups of the orthogonal group (Q6117023) (← links)
- Adversarial manifold estimation (Q6118078) (← links)
- Some recent trends in embeddings of time series and dynamic networks (Q6135377) (← links)
- Inferential theory for generalized dynamic factor models (Q6150524) (← links)
- Spectrahedral Regression (Q6155881) (← links)
- Euclidean Representation of Low-Rank Matrices and Its Geometric Properties (Q6166054) (← links)
- Localization in 1D non-parametric latent space models from pairwise affinities (Q6170608) (← links)
- Projective, sparse and learnable latent position network models (Q6183873) (← links)
- Envelopes and principal component regression (Q6184884) (← links)
- Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis (Q6184932) (← links)
