Pages that link to "Item:Q548539"
From MaRDI portal
The following pages link to Estimation of high-dimensional low-rank matrices (Q548539):
Displaying 50 items.
- Geometric median and robust estimation in Banach spaces (Q122792) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- Reconstruction of a high-dimensional low-rank matrix (Q276225) (← links)
- Optimal large-scale quantum state tomography with Pauli measurements (Q282466) (← links)
- Matrix completion via max-norm constrained optimization (Q302432) (← links)
- Geometric inference for general high-dimensional linear inverse problems (Q309721) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- Estimation of matrices with row sparsity (Q327303) (← links)
- Low rank estimation of smooth kernels on graphs (Q355091) (← links)
- Reconstruction of a low-rank matrix in the presence of Gaussian noise (Q391623) (← links)
- High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
- Exact minimum rank approximation via Schatten \(p\)-norm minimization (Q396052) (← links)
- Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions (Q447861) (← links)
- Von Neumann entropy penalization and low-rank matrix estimation (Q449975) (← links)
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
- Minimax risk of matrix denoising by singular value thresholding (Q482895) (← links)
- Decomposable norm minimization with proximal-gradient homotopy algorithm (Q513723) (← links)
- Degrees of freedom in low rank matrix estimation (Q525906) (← links)
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
- Optimal selection of reduced rank estimators of high-dimensional matrices (Q548562) (← links)
- Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion (Q661157) (← links)
- Max-norm optimization for robust matrix recovery (Q681486) (← links)
- Concentration inequalities for matrix martingales in continuous time (Q681530) (← links)
- Robust matrix completion (Q682808) (← links)
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices (Q741790) (← links)
- Fast global convergence of gradient methods for high-dimensional statistical recovery (Q741793) (← links)
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
- Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
- Global optimality condition and fixed point continuation algorithm for non-Lipschitz \(\ell_p\) regularized matrix minimization (Q1650690) (← links)
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
- Adaptive confidence sets for matrix completion (Q1708972) (← links)
- Cross: efficient low-rank tensor completion (Q1731066) (← links)
- Regularization and the small-ball method. I: Sparse recovery (Q1750281) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- Low rank multivariate regression (Q1952208) (← links)
- Rank penalized estimators for high-dimensional matrices (Q1952222) (← links)
- Robust low-rank matrix estimation (Q1990590) (← links)
- Oracle posterior contraction rates under hierarchical priors (Q2044331) (← links)
- Double fused Lasso regularized regression with both matrix and vector valued predictors (Q2044365) (← links)
- Regularization parameter selection for the low rank matrix recovery (Q2046538) (← links)
- Gelfand numbers of embeddings of Schatten classes (Q2049959) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Estimating high-dimensional covariance and precision matrices under general missing dependence (Q2074279) (← links)
- Approximation, Gelfand, and Kolmogorov numbers of Schatten class embeddings (Q2120817) (← links)
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction (Q2140870) (← links)
- Optimal prediction in the linearly transformed spiked model (Q2176630) (← links)