Diagonally Dominant Principal Component Analysis
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Publication:5066006
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A general framework for multiple testing dependence
- A review on dimension reduction
- Adaptive thresholding for sparse covariance matrix estimation
- Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
- An improved Bonferroni procedure for multiple tests of significance
- An overview of the estimation of large covariance and precision matrices
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Block diagonally dominant matrices and generalizations of the Gerschgorin circle theorem
- Common risk factors in the returns on stocks and bonds
- Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices
- Computing the nearest diagonally dominant matrix
- Cones of diagonally dominant matrices
- Estimating false discovery proportion under arbitrary covariance dependence
- Generalized thresholding of large covariance matrices
- Global convergence of unmodified 3-block ADMM for a class of convex minimization problems
- Goodness-of-fit tests via phi-divergences
- High-dimensional classification using features annealed independence rules
- High-dimensional covariance matrix estimation in approximate factor models
- Higher criticism for detecting sparse heterogeneous mixtures.
- Higher criticism for large-scale inference, especially for rare and weak effects
- Higher criticism thresholding: Optimal feature selection when useful features are rare and weak
- Influential features PCA for high dimensional clustering
- Innovated higher criticism for detecting sparse signals in correlated noise
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- One-Step Huber Estimates in the Linear Model
- One-step sparse estimates in nonconcave penalized likelihood models
- Optimal classification in sparse Gaussian graphic model
- Partial correlation screening for estimating large precision matrices, with applications to classification
- Positive-definite \(\ell_1\)-penalized estimation of large covariance matrices
- Principles and theory for data mining and machine learning
- Properties of higher criticism under strong dependence
- Robust principal component analysis?
- Sparse inverse covariance estimation with the graphical lasso
- Strong oracle optimality of folded concave penalized estimation
- Sufficient forecasting using factor models
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
- Transversality and alternating projections for nonconvex sets
- Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data
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