Pages that link to "Item:Q355104"
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The following pages link to Sparse principal component analysis and iterative thresholding (Q355104):
Displaying 50 items.
- Integrative sparse principal component analysis (Q117095) (← links)
- Bernstein-von Mises theorems for functionals of the covariance matrix (Q309540) (← links)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- Sparse PCA-based on high-dimensional Itô processes with measurement errors (Q321930) (← links)
- Sparse principal component analysis and iterative thresholding (Q355104) (← links)
- Optimal detection of sparse principal components in high dimension (Q385763) (← links)
- Near-optimal stochastic approximation for online principal component estimation (Q681490) (← links)
- High-resolution signal recovery via generalized sampling and functional principal component analysis (Q824321) (← 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)
- Hypothesis tests for large density matrices of quantum systems based on Pauli measurements (Q1620355) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- New asymptotic results in principal component analysis (Q1688427) (← links)
- The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← 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)
- Modified Mahalanobis-Taguchi system based on proper orthogonal decomposition for high-dimensional-small-sample-size data classification (Q1980077) (← links)
- Sparse power factorization: balancing peakiness and sample complexity (Q2000543) (← links)
- Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees (Q2039795) (← links)
- An empirical comparison of two approaches for CDPCA in high-dimensional data (Q2062344) (← links)
- Testing equivalence of clustering (Q2119234) (← links)
- Overlapping community detection in networks via sparse spectral decomposition (Q2121698) (← links)
- Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
- Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
- Sparse equisigned PCA: algorithms and performance bounds in the noisy rank-1 setting (Q2286372) (← links)
- Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach (Q2286374) (← links)
- Certifiably optimal sparse principal component analysis (Q2293653) (← links)
- Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series (Q2306269) (← links)
- Sparse principal component analysis with missing observations (Q2318671) (← 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 rate of eigenvector empirical spectral distribution of large Wigner matrices (Q2423201) (← links)
- Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix (Q2438762) (← links)
- Minimax sparse principal subspace estimation in high dimensions (Q2443207) (← links)
- Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Estimation of low-rank matrices via approximate message passing (Q2656598) (← links)
- On Cross-Validation for Sparse Reduced Rank Regression (Q3120104) (← links)
- Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem (Q3391278) (← links)
- Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension (Q5155185) (← links)
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
- Large scale analysis of generalization error in learning using margin based classification methods (Q5857429) (← links)
- Large dimensional analysis of general margin based classification methods (Q5860319) (← links)
- Large volatility matrix analysis using global and national factor models (Q6108334) (← links)
