Pages that link to "Item:Q502859"
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The following pages link to Concentration inequalities and moment bounds for sample covariance operators (Q502859):
Displaying 50 items.
- Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
- High-resolution signal recovery via generalized sampling and functional principal component analysis (Q824321) (← links)
- Construction and Monte Carlo estimation of wavelet frames generated by a reproducing kernel (Q829893) (← links)
- Bayesian inference for spectral projectors of the covariance matrix (Q1657873) (← links)
- New asymptotic results in principal component analysis (Q1688427) (← links)
- Confidence sets for spectral projectors of covariance matrices (Q1709874) (← links)
- Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries (Q1991680) (← links)
- Hanson-Wright inequality in Banach spaces (Q2028940) (← links)
- Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
- Approximating \(L_p\) unit balls via random sampling (Q2039571) (← links)
- Time-uniform, nonparametric, nonasymptotic confidence sequences (Q2039804) (← links)
- Minimax rates in sparse, high-dimensional change point detection (Q2039806) (← links)
- Finite impulse response models: a non-asymptotic analysis of the least squares estimator (Q2040046) (← links)
- Efficient estimation of smooth functionals in Gaussian shift models (Q2041800) (← links)
- Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency (Q2054520) (← links)
- An elementary analysis of ridge regression with random design (Q2080945) (← links)
- Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (Q2091833) (← links)
- An \({\ell_p}\) theory of PCA and spectral clustering (Q2091846) (← links)
- New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (Q2108486) (← links)
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
- Relative perturbation bounds with applications to empirical covariance operators (Q2111217) (← links)
- Covariance estimation under one-bit quantization (Q2112828) (← links)
- On the non-asymptotic concentration of heteroskedastic Wishart-type matrix (Q2119688) (← links)
- All-in-one robust estimator of the Gaussian mean (Q2131271) (← links)
- CDPA: common and distinctive pattern analysis between high-dimensional datasets (Q2137801) (← links)
- Model assisted variable clustering: minimax-optimal recovery and algorithms (Q2176610) (← links)
- Efficient estimation of linear functionals of principal components (Q2176629) (← links)
- Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method (Q2184581) (← links)
- Time-uniform Chernoff bounds via nonnegative supermartingales (Q2188432) (← links)
- Nonasymptotic upper bounds for the reconstruction error of PCA (Q2196210) (← links)
- Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data (Q2196217) (← links)
- Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence (Q2196239) (← links)
- Finite-sample analysis of \(M\)-estimators using self-concordance (Q2219231) (← links)
- Estimating covariance and precision matrices along subspaces (Q2219236) (← links)
- MSE bounds for estimators of matrix functions (Q2226459) (← links)
- Convergence rate of Krasulina estimator (Q2273729) (← links)
- Robust modifications of U-statistics and applications to covariance estimation problems (Q2278677) (← links)
- Distributed estimation of principal eigenspaces (Q2284361) (← links)
- Bootstrap confidence sets for spectral projectors of sample covariance (Q2312688) (← links)
- The two-to-infinity norm and singular subspace geometry with applications to high-dimensional statistics (Q2328047) (← links)
- Asymptotically efficient estimation of smooth functionals of covariance operators (Q2659447) (← links)
- SONIC: social network analysis with influencers and communities (Q2673171) (← links)
- On convergence rates of adaptive ensemble Kalman inversion for linear ill-posed problems (Q2676869) (← links)
- Detecting approximate replicate components of a high-dimensional random vector with latent structure (Q2692538) (← links)
- Non-zero constraints in elliptic PDE with random boundary values and applications to hybrid inverse problems (Q5044974) (← links)
- Perturbation bounds for eigenspaces under a relative gap condition (Q5210923) (← links)
- Wald Statistics in high-dimensional PCA (Q5881043) (← links)
- A note on the prediction error of principal component regression in high dimensions (Q6050280) (← links)
