The following pages link to (Q2760174):
Displaying 39 items.
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Latent variable graphical model selection via convex optimization (Q132216) (← links)
- Marčenko-Pastur law for Tyler's M-estimator (Q290712) (← links)
- Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio (Q308243) (← links)
- Bernstein-von Mises theorems for functionals of the covariance matrix (Q309540) (← links)
- Sharp nonasymptotic bounds on the norm of random matrices with independent entries (Q317469) (← links)
- Approximation by matrices with simple spectra (Q323585) (← links)
- New studies of randomized augmentation and additive preprocessing (Q332656) (← links)
- On the effect of noisy measurements of the regressor in functional linear models (Q364185) (← links)
- Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956) (← links)
- Simple bounds for recovering low-complexity models (Q378116) (← links)
- Application of second generation wavelets to blind spherical deconvolution (Q392105) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
- Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
- Numerically erasure-robust frames (Q442671) (← links)
- Solving linear systems of equations with randomization, augmentation and aggregation (Q454828) (← links)
- An analytic study of the reversal of Hartmann flows by rotating magnetic fields (Q456542) (← links)
- The road to deterministic matrices with the restricted isometry property (Q485193) (← links)
- Numerical range for random matrices (Q489087) (← links)
- Invertibility of sparse non-Hermitian matrices (Q520368) (← links)
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
- Concentration of empirical distribution functions with applications to non-i.i.d. models (Q627308) (← links)
- User-friendly tail bounds for sums of random matrices (Q695625) (← links)
- Self-Sustaining Iterated Learning (Q4638066) (← links)
- Random sections of ellipsoids and the power of random information (Q5047902) (← links)
- Malnormal matrices (Q5081528) (← links)
- The conjugate gradient algorithm on well-conditioned Wishart matrices is almost deterministic (Q5146604) (← links)
- Sparse recovery from extreme eigenvalues deviation inequalities (Q5228345) (← links)
- For most large underdetermined systems of linear equations the minimal 𝓁<sub>1</sub>‐norm solution is also the sparsest solution (Q5471032) (← links)
- For most large underdetermined systems of equations, the minimal 𝓁<sub>1</sub>‐norm near‐solution approximates the sparsest near‐solution (Q5486262) (← links)
- Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models (Q5743269) (← links)
- Simpler is better: a comparative study of randomized pivoting algorithms for CUR and interpolative decompositions (Q6052452) (← links)
- Matrix concentration inequalities and free probability (Q6072325) (← links)
- Universality for the Conjugate Gradient and MINRES Algorithms on Sample Covariance Matrices (Q6077897) (← links)
- Randomized Low-Rank Approximation for Symmetric Indefinite Matrices (Q6094751) (← links)
- Debiasing convex regularized estimators and interval estimation in linear models (Q6117025) (← links)
- Norms of structured random matrices (Q6130287) (← links)
- Fast randomized numerical rank estimation for numerically low-rank matrices (Q6154411) (← links)
- A fast randomized algorithm for computing an approximate null space (Q6161581) (← links)
