Pages that link to "Item:Q739584"
From MaRDI portal
The following pages link to Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data (Q739584):
Displayed 13 items.
- Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees (Q2039795) (← links)
- Estimating high-dimensional covariance and precision matrices under general missing dependence (Q2074279) (← links)
- Heteroskedastic PCA: algorithm, optimality, and applications (Q2119219) (← links)
- Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
- High dimensional classification for spatially dependent data with application to neuroimaging (Q2209817) (← links)
- Sparse principal component analysis with missing observations (Q2318671) (← links)
- Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations (Q2322678) (← links)
- Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
- Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women's health (Q5037830) (← links)
- Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data (Q5052912) (← links)
- (Q5054644) (← links)
- Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation (Q5120677) (← links)
- Estimating the Covariance of Fragmented and Other Related Types of Functional Data (Q6040698) (← links)