Concentration of measure bounds for matrix-variate data with missing values

DOI10.3150/23-bej1594arXiv2008.03244OpenAlexW4388507005MaRDI QIDQ6178556

Shuheng Zhou

Publication date: 16 January 2024

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.03244

zbMATH Keywords

concentration of measurespace-time modelsubsamplingmissing valuescovariance estimationmultiple regressionsubgaussian concentrationsparse quadratic formsmatrix variate datainverse covariance estimationrestricted eigenvalue conditionssparse Hanson-Wright inequality

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Multivariate analysis (62Hxx)

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