Estimation of high-dimensional low-rank matrices

DOI10.1214/10-AOS860zbMath1215.62056arXiv0912.5338OpenAlexW2281296685MaRDI QIDQ548539

Angelika Rohde, Alexandre B. Tsybakov

Publication date: 29 June 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.5338

zbMATH Keywords

empirical process sparse recovery Schatten norm penalized least-squares estimator quasi-convex Schatten class embeddings

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Point estimation (62F10)

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