Rate Optimal Denoising of Simultaneously Sparse and Low Rank Matrices
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Publication:3188017
zbMath1368.62144arXiv1405.0338MaRDI QIDQ3188017
Zongming Ma, Andreas Buja, Dan Yang
Publication date: 16 August 2016
Full work available at URL: https://arxiv.org/abs/1405.0338
high dimensionality; denoising; sparsity; minimax rates; low-rank matrices; simultaneously structured matrices; sparse SVD
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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