Sharp Oracle Inequalities for High-Dimensional Matrix Prediction

DOI10.1109/TIT.2011.2136318zbMath1365.62137OpenAlexW2054105882MaRDI QIDQ5272315

Guillaume Lecué, Stéphane Gaïffas

Publication date: 12 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2011.2136318

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Matrix completion problems (15A83)

Related Items (7)

Adaptive shrinkage of singular values ⋮ Rank penalized estimators for high-dimensional matrices ⋮ Noisy low-rank matrix completion with general sampling distribution ⋮ On the exponentially weighted aggregate with the Laplace prior ⋮ Iteratively reweighted \(\ell_1\)-penalized robust regression ⋮ Regularization and the small-ball method II: complexity dependent error rates ⋮ A non-convex algorithm framework based on DC programming and DCA for matrix completion

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