Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio
From MaRDI portal
(Redirected from Publication:308243)
Recommendations
- Reduced rank stochastic regression with a sparse singular value decomposition
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Robust reduced-rank modeling via rank regression
- Consistent Reduced-Rank LMMSE Estimation With a Limited Number of Samples per Observation Dimension
- Rank estimation in reduced-rank regression
- Rank Estimation and Redundancy Reduction of High-Dimensional Noisy Signals With Preservation of Rare Vectors
- Non-intrusive low-rank separated approximation of high-dimensional stochastic models
- Reduced rank linear regression and weighted low rank approximations
- Optimal selection of reduced rank estimators of high-dimensional matrices
- Sparse reduced-rank regression with covariance estimation
Cites work
- scientific article; zbMATH DE number 47363 (Why is no real title available?)
- scientific article; zbMATH DE number 51511 (Why is no real title available?)
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- scientific article; zbMATH DE number 3281211 (Why is no real title available?)
- A Competitive Minimax Approach to Robust Estimation of Random Parameters
- A note on \(\sin\Theta\) theorems for singular subspace variations
- A note on the perturbation of singular values
- An Algebraic Translation of Cayley-Dickson Linear Systems and Its Applications to Online Learning
- An Analysis of the Total Least Squares Problem
- Estimation and control with bounded data uncertainties
- Estimation for the Linear Model With Uncertain Covariance Matrices
- Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
- Generalized inverses. Theory and applications.
- Linear restrictions, rank reduction, and biased estimation in linear regression
- Local operator theory, random matrices and Banach spaces.
- MV-PURE Estimator: Minimum-Variance Pseudo-Unbiased Reduced-Rank Estimator for Linearly Constrained Ill-Conditioned Inverse Problems
- Matrix Analysis
- Non-asymptotic theory of random matrices: extreme singular values
- On the singular values of Gaussian random matrices
- Performance of the stochastic MV-PURE estimator in highly noisy settings
- Random matrices: The distribution of the smallest singular values
- Reduced rank linear regression and weighted low rank approximations
- Robust Estimation of a Random Parameter in a Gaussian Linear Model With Joint Eigenvalue and Elementwise Covariance Uncertainties
- Robust Turbo Equalization Under Channel Uncertainties
- Stochastic MV-PURE Estimator— Robust Reduced-Rank Estimator for Stochastic Linear Model
- The 2-norm of random matrices
- The SVD and reduced rank signal processing
- The geometry of linearly and quadratically constrained optimization problems for signal processing and communications
- Upper and Lower Bounds for the Tails of the Distribution of the Condition Number of a Gaussian Matrix
Cited in
(2)
This page was built for publication: Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q308243)
