Statistical inference of semidefinite programming

DOI10.1007/S10107-018-1250-ZMaRDI QIDQ1739028zbMATH OpenOpenAlexFDO

Authors Alexander Shapiro

Publication date 24 April 2019

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-018-1250-z

zbMATH Keywords

asymptoticscovariance matrixsemidefinite programmingstatistical inferencematrix completion problemminimum ranknondegeneracyminimum trace factor analysis

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Parametric inference under constraints (62F30) Semidefinite programming (90C22)

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• Asymptotic behaviors of semidefinite programming with a covariance perturbation
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Cites work

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• Weighted minimum trace factor analysis

Cited in

(17)

• Moderate Deviations and Invariance Principles for Sample Average Approximations
• Asymptotic behaviors of semidefinite programming with a covariance perturbation
• Statistical Inference via Convex Optimization
• Asymptotic Analysis for a Stochastic Second-Order Cone Programming and Applications
• scientific article; zbMATH DE number 4064282 (Why is no real title available?)
• Semi-infinite programming duality for order restricted statistical inference models
• Asymptotic analysis for a stochastic semidefinite programming
• Sensitivity analysis for inference with partially identifiable covariance matrices
• A statistical learning theory approach for uncertain linear and bilinear matrix inequalities
• Statistical inference of minimum rank factor analysis
• The analysis of multivariate data using semi-definite programming
• Computational and statistical tradeoffs via convex relaxation
• scientific article; zbMATH DE number 2190123 (Why is no real title available?)
• Statistical inference of semidefinite programming with multiple parameters
• Approximate survey propagation for statistical inference
• Statistical Inference of Second-Order Cone Programming
• Construction of covariance matrices with a specified discrepancy function minimizer, with application to factor analysis

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