Low-rank matrix recovery under heavy-tailed errors
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Cites work
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- Adaptive Huber Regression
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- scientific article; zbMATH DE number 1012640 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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- Noisy low-rank matrix completion with general sampling distribution
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- Oracle inequalities and optimal inference under group sparsity
- Reduced-rank regression for the multivariate linear model
- Restricted strong convexity and weighted matrix completion: optimal bounds with noise
- Robust low-rank matrix estimation
- Robust matrix completion
- Robust reduced-rank regression
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries
- Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements
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