Pages that link to "Item:Q2443213"
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The following pages link to Sparse PCA: optimal rates and adaptive estimation (Q2443213):
Displaying 50 items.
- Sparse Principal Component Analysis via Variable Projection (Q150980) (← links)
- Robust \(\ell_1\) approaches to computing the geometric median and principal and independent components (Q294428) (← links)
- Sparse PCA-based on high-dimensional Itô processes with measurement errors (Q321930) (← links)
- Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956) (← links)
- Optimal detection of sparse principal components in high dimension (Q385763) (← links)
- Posterior contraction rates of the phylogenetic Indian buffet processes (Q516479) (← links)
- Near-optimal stochastic approximation for online principal component estimation (Q681490) (← links)
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings (Q830690) (← links)
- Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems (Q830705) (← links)
- Minimax estimation in sparse canonical correlation analysis (Q888508) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Bayesian inference for spectral projectors of the covariance matrix (Q1657873) (← links)
- Testing the order of a population spectral distribution for high-dimensional data (Q1659483) (← links)
- On two-sample mean tests under spiked covariances (Q1661347) (← links)
- Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
- The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
- Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics (Q1747733) (← links)
- Detecting Markov random fields hidden in white noise (Q1750097) (← links)
- Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
- Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790) (← links)
- Optimality and sub-optimality of PCA. I: Spiked random matrix models (Q1800806) (← links)
- Minimax rates in network analysis: graphon estimation, community detection and hypothesis testing (Q2038283) (← links)
- Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees (Q2039795) (← links)
- Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data (Q2054540) (← links)
- Spectral thresholding for the estimation of Markov chain transition operators (Q2074325) (← links)
- Randomly initialized EM algorithm for two-component Gaussian mixture achieves near optimality in \(O(\sqrt{n})\) iterations (Q2113265) (← links)
- Testing equivalence of clustering (Q2119234) (← links)
- A literature review of (Sparse) exponential family PCA (Q2136031) (← links)
- Estimation of conditional mean operator under the bandable covariance structure (Q2136639) (← links)
- A high-dimensional test on linear hypothesis of means under a low-dimensional factor model (Q2142461) (← links)
- Lower bounds for invariant statistical models with applications to principal component analysis (Q2157446) (← links)
- Sparse SIR: optimal rates and adaptive estimation (Q2176608) (← links)
- Efficient estimation of linear functionals of principal components (Q2176629) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
- Nonasymptotic upper bounds for the reconstruction error of PCA (Q2196210) (← links)
- Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices (Q2196219) (← links)
- Statistical and computational limits for sparse matrix detection (Q2196237) (← links)
- From simple structure to sparse components: a review (Q2259727) (← links)
- Convergence rate of Krasulina estimator (Q2273729) (← links)
- Subspace perspective on canonical correlation analysis: dimension reduction and minimax rates (Q2278668) (← links)
- Distributed estimation of principal eigenspaces (Q2284361) (← links)
- Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach (Q2286374) (← links)
- Principal component analysis in the local differential privacy model (Q2290637) (← links)
- Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
- Provable accelerated gradient method for nonconvex low rank optimization (Q2303662) (← links)
- Sparse principal component analysis with missing observations (Q2318671) (← links)
- The two-to-infinity norm and singular subspace geometry with applications to high-dimensional statistics (Q2328047) (← links)
- ROP: matrix recovery via rank-one projections (Q2338922) (← links)
- Sparsistency and agnostic inference in sparse PCA (Q2338928) (← links)
