Pages that link to "Item:Q2413608"
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The following pages link to Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608):
Displaying 46 items.
- Log-determinant divergences revisited: alpha-beta and gamma log-det divergences (Q296329) (← links)
- \(e\)PCA: high dimensional exponential family PCA (Q1728639) (← links)
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
- Think globally, fit locally under the manifold setup: asymptotic analysis of locally linear embedding (Q1990602) (← links)
- Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
- Spiked separable covariance matrices and principal components (Q2039807) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- Random matrix theory and its applications (Q2075698) (← links)
- Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
- Precise statistical analysis of classification accuracies for adversarial training (Q2091832) (← links)
- Heteroskedastic PCA: algorithm, optimality, and applications (Q2119219) (← links)
- Eigenvalues of stochastic blockmodel graphs and random graphs with low-rank edge probability matrices (Q2121699) (← links)
- Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Targeted principal components regression (Q2140873) (← links)
- Optimal prediction in the linearly transformed spiked model (Q2176630) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- Rapid evaluation of the spectral signal detection threshold and Stieltjes transform (Q2230693) (← links)
- Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
- Shrinkage priors for single-spiked covariance models (Q2244463) (← links)
- A note on identifiability conditions in confirmatory factor analysis (Q2244603) (← links)
- Latent common manifold learning with alternating diffusion: analysis and applications (Q2330938) (← links)
- Multidimensional scaling of noisy high dimensional data (Q2659741) (← links)
- Optimal singular value shrinkage for operator norm loss: extending to non-square matrices (Q2670774) (← links)
- Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
- Detecting approximate replicate components of a high-dimensional random vector with latent structure (Q2692538) (← links)
- Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals (Q3176244) (← links)
- Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge (Q4639815) (← links)
- Structural Variability from Noisy Tomographic Projections (Q4689767) (← links)
- (Q4969179) (← links)
- Geodesically Parameterized Covariance Estimation (Q4986827) (← links)
- (Q4998937) (← links)
- Method of moments for 3D single particle<i>ab initio</i>modeling with non-uniform distribution of viewing angles (Q5000567) (← links)
- Graph-Based Regularization for Regression Problems with Alignment and Highly Correlated Designs (Q5027037) (← links)
- Disordered systems insights on computational hardness (Q5055432) (← links)
- The Dispersion Bias (Q5080131) (← links)
- Perturbative construction of mean-field equations in extensive-rank matrix factorization and denoising (Q5101092) (← links)
- (Q5214268) (← links)
- Spiked sample covariance matrices with possibly multiple bulk components (Q5860230) (← links)
- Optimally Weighted PCA for High-Dimensional Heteroscedastic Data (Q5888296) (← links)
- Regularized matrix data clustering and its application to image analysis (Q6076499) (← links)
- CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET (Q6095475) (← links)
- STATISTICAL INFERENCE WITH <i>F</i>-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA (Q6145544) (← links)
- Euclidean Representation of Low-Rank Matrices and Its Geometric Properties (Q6166054) (← links)
- Long random matrices and tensor unfolding (Q6180391) (← links)
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)