Pages that link to "Item:Q548547"
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The following pages link to Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547):
Displaying 50 items.
- Leveraging mixed and incomplete outcomes via reduced-rank modeling (Q105484) (← links)
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Geometric median and robust estimation in Banach spaces (Q122792) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error (Q134115) (← links)
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← 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)
- Estimation of low rank density matrices: bounds in Schatten norms and other distances (Q315410) (← links)
- Reconstruction of a low-rank matrix in the presence of Gaussian noise (Q391623) (← links)
- Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions (Q447861) (← links)
- Estimation of high-dimensional low-rank matrices (Q548539) (← 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)
- 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)
- Generalized co-sparse factor regression (Q830453) (← links)
- Convex relaxation algorithm for a structured simultaneous low-rank and sparse recovery problem (Q888314) (← links)
- On signal detection and confidence sets for low rank inference problems (Q902209) (← links)
- A perturbation inequality for concave functions of singular values and its applications in low-rank matrix recovery (Q905912) (← links)
- Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
- Trace regression model with simultaneously low rank and row(column) sparse parameter (Q1658399) (← links)
- Multivariate factorizable expectile regression with application to fMRI data (Q1662166) (← links)
- Random perturbation of low rank matrices: improving classical bounds (Q1688904) (← links)
- Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
- Cross: efficient low-rank tensor completion (Q1731066) (← links)
- Equivalent Lipschitz surrogates for zero-norm and rank optimization problems (Q1756795) (← 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)
- On the degrees of freedom of mixed matrix regression (Q1993055) (← links)
- Double fused Lasso penalized LAD for matrix regression (Q2009580) (← links)
- Parametric and semiparametric reduced-rank regression with flexible sparsity (Q2018603) (← 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)
- Low-rank elastic-net regularized multivariate Huber regression model (Q2049832) (← links)
- Error bound of critical points and KL property of exponent 1/2 for squared F-norm regularized factorization (Q2052408) (← links)
- Quantile trace regression via nuclear norm regularization (Q2070597) (← links)
- Multivariate response regression with low-rank and generalized sparsity (Q2089029) (← links)
- Regularized high dimension low tubal-rank tensor regression (Q2137811) (← links)
- Optimal prediction in the linearly transformed spiked model (Q2176630) (← links)
- Exponential weights in multivariate regression and a low-rankness favoring prior (Q2179638) (← links)
- Matrix completion with nonconvex regularization: spectral operators and scalable algorithms (Q2195855) (← links)
- High-dimensional VAR with low-rank transition (Q2195856) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- A multi-stage convex relaxation approach to noisy structured low-rank matrix recovery (Q2220914) (← links)
