Pages that link to "Item:Q2443213"
From MaRDI portal
The following pages link to Sparse PCA: optimal rates and adaptive estimation (Q2443213):
Displayed 44 items.
- 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)
- 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)
- 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)
- Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031) (← links)
- Rate-optimal posterior contraction for sparse PCA (Q2343963) (← links)
- Do semidefinite relaxations solve sparse PCA up to the information limit? (Q2352742) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix (Q2438762) (← links)
- Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Near-optimal estimation of simultaneously sparse and low-rank matrices from nested linear measurements (Q4603729) (← links)
- Recovering PCA from Hybrid-$(\ell_1,\ell_2)$ Sparse Sampling of Data Elements (Q4636984) (← links)
- Optimal Sparse Singular Value Decomposition for High-Dimensional High-Order Data (Q5208075) (← links)
- Perturbation bounds for eigenspaces under a relative gap condition (Q5210923) (← links)
- (Q5214193) (← links)
- Projected principal component analysis in factor models (Q5963521) (← links)
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)