Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix

DOI10.1051/ps/2014017zbMath1330.62169arXiv1303.5647OpenAlexW2963050003MaRDI QIDQ2786472

Cristina Butucea, Yuri I. Ingster, Irina A. Suslina

Publication date: 12 February 2016

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.5647

zbMATH Keywords

estimationvariable selectionlarge matricesminimax testingselection of sparse signalsharp selection bounds

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (9)

Tensor clustering with planted structures: statistical optimality and computational limits ⋮ Computational barriers to estimation from low-degree polynomials ⋮ A goodness-of-fit test on the number of biclusters in a relational data matrix ⋮ Compressed spectral screening for large-scale differential correlation analysis with application in selecting glioblastoma gene modules ⋮ Connection between the selection problem for a sparse submatrix of a large-size matrix and the Bayesian problem of hypotheses testing ⋮ Submatrix localization via message passing ⋮ Variable selection with Hamming loss ⋮ The overlap gap property in principal submatrix recovery ⋮ Detecting positive correlations in a multivariate sample

Uses Software

• LAS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sharp detection of smooth signals in a high-dimensional sparse matrix with indirect observations
• Estimation of high-dimensional low-rank matrices
• Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
• Tight conditions for consistency of variable selection in the context of high dimensionality
• Finding large average submatrices in high dimensional data
• Some problems of hypothesis testing leading to infinitely divisible distributions
• Nonparametric goodness-of-fit testing under Gaussian models
• Higher criticism for detecting sparse heterogeneous mixtures.
• On the maximal size of large-average and ANOVA-fit submatrices in a Gaussian random matrix
• Minimax risks for sparse regressions: ultra-high dimensional phenomenons
• Selection of variables and dimension reduction in high-dimensional non-parametric regression
• Adaptive variable selection in nonparametric sparse regression
• Simultaneous analysis of Lasso and Dantzig selector
• Detection of an anomalous cluster in a network
• Detection of a sparse submatrix of a high-dimensional noisy matrix
• Estimation and confidence sets for sparse normal mixtures
• Rodeo: Sparse, greedy nonparametric regression
• Adapting to unknown sparsity by controlling the false discovery rate
• Detection of a signal of known shape in a multichannel system
• Exact matrix completion via convex optimization
• Near-Optimal Detection of Geometric Objects by Fast Multiscale Methods
• Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements
• Recovering Low-Rank Matrices From Few Coefficients in Any Basis
• A Simpler Approach to Matrix Completion
• Introduction to nonparametric estimation

This page was built for publication: Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix