ROP: matrix recovery via rank-one projections
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Publication:2338922
DOI10.1214/14-AOS1267zbMath1308.62120arXiv1310.5791OpenAlexW3098494111MaRDI QIDQ2338922
Publication date: 27 March 2015
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.5791
optimal rate of convergencelow-rank matrix recoveryspiked covariance matrixconstrained nuclear norm minimizationrank-one projectionrestricted uniform boundedness
Estimation in multivariate analysis (62H12) Image analysis in multivariate analysis (62H35) Minimax procedures in statistical decision theory (62C20)
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Uses Software
Cites Work
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