Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix

DOI10.1051/ps/2014017zbMath1330.62169arXiv1303.5647MaRDI QIDQ2786472

Cristina Butucea, Yuri I. Ingster, Irina A. Suslina

Publication date: 12 February 2016

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.5647

zbMATH Keywords

estimation; variable selection; large matrices; minimax testing; selection of sparse signal; sharp selection bounds

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

Related Items

Submatrix localization via message passing, A goodness-of-fit test on the number of biclusters in a relational data matrix, Compressed spectral screening for large-scale differential correlation analysis with application in selecting glioblastoma gene modules, Variable selection with Hamming loss, The overlap gap property in principal submatrix recovery, Tensor clustering with planted structures: statistical optimality and computational limits, Computational barriers to estimation from low-degree polynomials, Connection between the selection problem for a sparse submatrix of a large-size matrix and the Bayesian problem of hypotheses testing, Detecting positive correlations in a multivariate sample

Uses Software

• LAS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sharp detection of smooth signals in a high-dimensional sparse matrix with indirect observations
• Estimation of high-dimensional low-rank matrices
• Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
• Tight conditions for consistency of variable selection in the context of high dimensionality
• Finding large average submatrices in high dimensional data
• Some problems of hypothesis testing leading to infinitely divisible distributions
• Nonparametric goodness-of-fit testing under Gaussian models
• Higher criticism for detecting sparse heterogeneous mixtures.
• On the maximal size of large-average and ANOVA-fit submatrices in a Gaussian random matrix
• Minimax risks for sparse regressions: ultra-high dimensional phenomenons
• Selection of variables and dimension reduction in high-dimensional non-parametric regression
• Adaptive variable selection in nonparametric sparse regression
• Simultaneous analysis of Lasso and Dantzig selector
• Detection of an anomalous cluster in a network
• Detection of a sparse submatrix of a high-dimensional noisy matrix
• Estimation and confidence sets for sparse normal mixtures
• Rodeo: Sparse, greedy nonparametric regression
• Adapting to unknown sparsity by controlling the false discovery rate
• Detection of a signal of known shape in a multichannel system
• Exact matrix completion via convex optimization
• Near-Optimal Detection of Geometric Objects by Fast Multiscale Methods
• Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements
• Recovering Low-Rank Matrices From Few Coefficients in Any Basis
• A Simpler Approach to Matrix Completion
• Introduction to nonparametric estimation