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scientific article; zbMATH DE number 7164707

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7164707

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scholarly article

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zbMATH Open document ID

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M. Taha Bahadori

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publication date

7 February 2020

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full work available at URL

https://arxiv.org/abs/1608.03686

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http://jmlr.csail.mit.edu/papers/v20/18-200.html

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

sequential estimation with eigen-decomposition (SEED)

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reduced-rank regression

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scalability

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high dimensionality

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greedy algorithm

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sparse eigenvector estimation

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions

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Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

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Statistics for high-dimensional data. Methods, theory and applications.

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Optimal selection of reduced rank estimators of high-dimensional matrices

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Joint variable and rank selection for parsimonious estimation of high-dimensional matrices

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A Singular Value Thresholding Algorithm for Matrix Completion

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Sparse PCA: optimal rates and adaptive estimation

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Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements

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Decoding by Linear Programming

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Latent variable graphical model selection via convex optimization

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A note on rank reduction in sparse multivariate regression

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Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition

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Reduced rank regression via adaptive nuclear norm penalization

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A framework for robust subspace learning

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Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space

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Tuning Parameter Selection in High Dimensional Penalized Likelihood

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Reduced-rank regression for the multivariate linear model

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On the distribution of the largest eigenvalue in principal components analysis

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On Consistency and Sparsity for Principal Components Analysis in High Dimensions

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Adaptive estimation of a quadratic functional by model selection.

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Sparsistency and agnostic inference in sparse PCA

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Sparse principal component analysis and iterative thresholding

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Generalized co-sparse factor regression

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Estimation of (near) low-rank matrices with noise and high-dimensional scaling

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Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls

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A General Framework For Consistency of Principal Component Analysis

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Multivariate reduced-rank regression

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Provable Subspace Clustering: When LRR Meets SSC

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Model Selection and Estimation in Regression with Grouped Variables

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Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression

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Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations

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High Dimensional Thresholded Regression and Shrinkage Effect

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Sitelinks

Mathematics(1 entry)

mardi Publication:5214193

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