On signal detection and confidence sets for low rank inference problems

DOI10.1214/15-EJS1087zbMath1329.62216arXiv1507.03829MaRDI QIDQ902209

Richard Nickl, Alexandra Carpentier

Publication date: 7 January 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.03829

zbMATH Keywords

signal detectionconfidence setsnuclear normlow rank matrices

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric tolerance and confidence regions (62G15)

Related Items (3)

Adaptive confidence sets for matrix completion ⋮ Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors ⋮ Two-sample Hypothesis Testing for Inhomogeneous Random Graphs

Cites Work

• Adaptive confidence sets in \(L^2\)
• Von Neumann entropy penalization and low-rank matrix estimation
• Estimation of (near) low-rank matrices with noise and high-dimensional scaling
• Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
• On adaptive inference and confidence bands
• Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
• Nonparametric goodness-of-fit testing under Gaussian models
• Detection boundary in sparse regression
• ROP: matrix recovery via rank-one projections
• Confidence sets in sparse regression
• Mathematical Foundations of Infinite-Dimensional Statistical Models
• Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements

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