Sparsistency and agnostic inference in sparse PCA
From MaRDI portal
Publication:2338928
DOI10.1214/14-AOS1273zbMath1308.62125arXiv1401.6978OpenAlexW3106160359MaRDI QIDQ2338928
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/1401.6978
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)
Related Items (11)
Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes ⋮ Sparse PCA-based on high-dimensional Itô processes with measurement errors ⋮ Unnamed Item ⋮ Sparse subspace linear discriminant analysis ⋮ Solving sparse principal component analysis with global support ⋮ Principal component analysis: a review and recent developments ⋮ PCA Sparsified ⋮ The spectral norm of random inner-product kernel matrices ⋮ Principal component analysis in the local differential privacy model ⋮ Recovering PCA from Hybrid-$(\ell_1,\ell_2)$ Sparse Sampling of Data Elements ⋮ Do semidefinite relaxations solve sparse PCA up to the information limit?
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Sparse principal component analysis and iterative thresholding
- Minimax bounds for sparse PCA with noisy high-dimensional data
- Optimal detection of sparse principal components in high dimension
- Statistics for high-dimensional data. Methods, theory and applications.
- Linear smoothers and additive models
- High-dimensional analysis of semidefinite relaxations for sparse principal components
- Finding hidden cliques of size \(\sqrt{N/e}\) in nearly linear time
- Sparse principal component analysis via regularized low rank matrix approximation
- Sparsistency and rates of convergence in large covariance matrix estimation
- Toward efficient agnostic learning
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
- Weak convergence and empirical processes. With applications to statistics
- Sparse permutation invariant covariance estimation
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- Do semidefinite relaxations solve sparse PCA up to the information limit?
- Minimax sparse principal subspace estimation in high dimensions
- Sparse PCA: optimal rates and adaptive estimation
- High-dimensional graphs and variable selection with the Lasso
- Sparse Principal Component Analysis with Missing Observations
- Generalized power method for sparse principal component analysis
- On the Sum of the Largest Eigenvalues of a Symmetric Matrix
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- On Consistency and Sparsity for Principal Components Analysis in High Dimensions
- Limiting Behavior of Posterior Distributions when the Model is Incorrect
- A Direct Formulation for Sparse PCA Using Semidefinite Programming
- Maximum Likelihood Estimation of Misspecified Models
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
This page was built for publication: Sparsistency and agnostic inference in sparse PCA
