Estimation of matrices with row sparsity

DOI10.1134/S0032946015040031zbMath1388.62161arXiv1509.00319MaRDI QIDQ327303

Alexandre B. Tsybakov, Olga Klopp

Publication date: 19 October 2016

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.00319

zbMATH Keywords

sparse matrixnoisy observations

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Estimation in multivariate analysis (62H12)

Related Items (3)

Statistical and computational limits for sparse matrix detection ⋮ Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process ⋮ Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation

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