scientific article; zbMATH DE number 1064667
From MaRDI portal
Publication:4356002
zbMATH Open0896.62032MaRDI QIDQ4356002FDOQ4356002
Authors: Bin Yu
Publication date: 23 September 1997
Title of this publication is not available (Why is that?)
Recommendations
Cited In (61)
- Minimax optimal estimation of general bandable covariance matrices
- Fano's inequality for random variables
- Region selection in Markov random fields: Gaussian case
- Density estimation on an unknown submanifold
- Optimal rates of convergence for covariance matrix estimation
- Weighted Message Passing and Minimum Energy Flow for Heterogeneous Stochastic Block Models with Side Information
- Desargues, Pascal and Kirkman
- Estimating the reach of a manifold via its convexity defect function
- Minimax bounds for estimation of normal mixtures
- Nonasymptotic rates for manifold, tangent space and curvature estimation
- Optimal large-scale quantum state tomography with Pauli measurements
- A strong converse bound for multiple hypothesis testing, with applications to high-dimensional estimation
- Discrete minimax estimation with trees
- Minimax Optimal Procedures for Locally Private Estimation
- On the non-asymptotic concentration of heteroskedastic Wishart-type matrix
- Manifold estimation and singular deconvolution under Hausdorff loss
- On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- Uniform estimation in stochastic block models is slow
- Adaptive estimation of covariance matrices via Cholesky decomposition
- Isotonic regression in general dimensions
- Matrix completion via max-norm constrained optimization
- Rates of convergence for robust geometric inference
- Title not available (Why is that?)
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Statistical Analysis and Parameter Selection for Mapper
- Adaptive estimation of stationary Gaussian fields
- The DFS Fused Lasso: Linear-Time Denoising over General Graphs
- Lower bounds for non-convex stochastic optimization
- Minimax optimal conditional density estimation under total variation smoothness
- Rejoinder
- Optimal estimation for lower bound of the packing number
- Information-theoretic determination of minimax rates of convergence
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Posterior contraction of the population polytope in finite admixture models
- Model selection for density estimation with \(\mathbb L_2\)-loss
- Localising change points in piecewise polynomials of general degrees
- Optimal nonparametric change point analysis
- Rate-optimal graphon estimation
- On rank estimators in increasing dimensions
- Tight minimax rates for manifold estimation under Hausdorff loss
- Comparison of contraction coefficients for \(f\)-divergences
- Minimax Estimation of the Volume of a Set Under the Rolling Ball Condition
- A lower bound on the release of differentially private integer partitions
- Risk bounds for statistical learning
- Obtaining minimax lower bounds: a review
- Density estimation with contamination: minimax rates and theory of adaptation
- Estimation in functional regression for general exponential families
- Title not available (Why is that?)
- Optimal rates of convergence for sparse covariance matrix estimation
- Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data
- Minimax sparse principal subspace estimation in high dimensions
- Localization in 1D non-parametric latent space models from pairwise affinities
- Technical Note—Nonstationary Stochastic Optimization Under Lp,q-Variation Measures
- Minimax estimation in multi-task regression under low-rank structures
- Title not available (Why is that?)
- A stochastic perturbation analysis of the QR decomposition and its applications
- Linearized maximum rank correlation estimation when covariates are functional
- Opinion dynamics with limited information
- Adversarial manifold estimation
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4356002)