Optimal estimation for a family of sparse covariance matrices with missing data
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Cites work
- Adaptive thresholding for sparse covariance matrix estimation
- Asymptotic properties of Matthews correlation coefficient
- Covariance Matrix Estimation With Non Uniform and Data Dependent Missing Observations
- Elements of Information Theory
- Estimating high-dimensional covariance and precision matrices under general missing dependence
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Estimation of sparse covariance matrix via non-convex regularization
- Generalized thresholding of large covariance matrices
- High-dimensional covariance matrix estimation with missing observations
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
- Introduction to nonparametric estimation
- Maximum Kullback-Leibler distance of some conventional distributions
- Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
- Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations
- Optimal rates of convergence for sparse covariance matrix estimation
- Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics
- Robust estimation of high-dimensional covariance and precision matrices
- Sparse estimation of high-dimensional correlation matrices
- Sparse principal component analysis with missing observations
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