Matrix optimization based Euclidean embedding with outliers
From MaRDI portal
Publication:2044470
DOI10.1007/s10589-021-00279-2zbMath1472.62041arXiv2012.12772OpenAlexW3158855818WikidataQ114227027 ScholiaQ114227027MaRDI QIDQ2044470
Chao Ding, Xinyuan Zhao, Qian Zhang
Publication date: 9 August 2021
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.12772
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)
Related Items (2)
Variational analysis of norm cones in finite dimensional Euclidean spaces ⋮ Perturbation analysis of the Euclidean distance matrix optimization problem and its numerical implications
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- A rank-corrected procedure for matrix completion with fixed basis coefficients
- Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions
- Computing the nearest Euclidean distance matrix with low embedding dimensions
- Statistics for high-dimensional data. Methods, theory and applications.
- Robust matrix completion
- Approximation by matrices positive semidefinite on a subspace
- On the rank minimization problem and its control applications
- Characterization of the subdifferential of some matrix norms
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
- Robust regression: Asymptotics, conjectures and Monte Carlo
- About the constants in Talagrand's concentration inequalities for empirical processes.
- Weak convergence and empirical processes. With applications to statistics
- Convex optimization learning of faithful Euclidean distance representations in nonlinear dimensionality reduction
- A survey of outlier detection methodologies
- Convex Euclidean distance embedding for collaborative position localization with NLOS mitigation
- Spectral operators of matrices
- A block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applications
- Noisy low-rank matrix completion with general sampling distribution
- Exact matrix completion via convex optimization
- Applied Predictive Modeling
- Robust principal component analysis?
- Rank-Sparsity Incoherence for Matrix Decomposition
- Adaptive Huber Regression
- Matrix Analysis
- Spectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian
- A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints
- Robust Matrix Decomposition With Sparse Corruptions
- Recovering Low-Rank Matrices From Few Coefficients in Any Basis
- A Simpler Approach to Matrix Completion
- Restricted strong convexity and weighted matrix completion: Optimal bounds with noise
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
This page was built for publication: Matrix optimization based Euclidean embedding with outliers
