Sparse CCA: adaptive estimation and computational barriers
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Publication:1687119
DOI10.1214/16-AOS1519zbMath1421.62073arXiv1409.8565MaRDI QIDQ1687119
Harrison H. Zhou, Zongming Ma, Chao Gao
Publication date: 22 December 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.8565
computational complexityconvex programmingminimax ratesplanted cliquesparse CCA (SCCA)group-Lassosparse PCA (SPCA)
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20) Convex programming (90C25)
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