Pages that link to "Item:Q834367"

The following pages link to High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367):

Displaying 42 items.

• Sparse principal component analysis and iterative thresholding (Q355104) (← links)
• Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956) (← links)
• On statistics, computation and scalability (Q373533) (← links)
• Optimal detection of sparse principal components in high dimension (Q385763) (← links)
• Learning a factor model via regularized PCA (Q399883) (← links)
• Approximation bounds for sparse principal component analysis (Q484129) (← links)
• Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions (Q507334) (← links)
• Estimation of high-dimensional low-rank matrices (Q548539) (← links)
• Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
• Near-optimal stochastic approximation for online principal component estimation (Q681490) (← links)
• Fast global convergence of gradient methods for high-dimensional statistical recovery (Q741793) (← links)
• Sampled forms of functional PCA in reproducing kernel Hilbert spaces (Q741794) (← links)
• Minimax estimation in sparse canonical correlation analysis (Q888508) (← links)
• Estimation of functionals of sparse covariance matrices (Q892255) (← links)
• A note on probably certifiably correct algorithms (Q1695210) (← links)
• The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
• On semidefinite relaxations for the block model (Q1747735) (← links)
• Sparse power factorization: balancing peakiness and sample complexity (Q2000543) (← links)
• On the computational tractability of statistical estimation on amenable graphs (Q2067660) (← links)
• Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes (Q2129204) (← links)
• Fundamental limits of detection in the spiked Wigner model (Q2196197) (← links)
• Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach (Q2286374) (← links)
• Sparse principal component analysis with missing observations (Q2318671) (← links)
• Sparsistency and agnostic inference in sparse PCA (Q2338928) (← links)
• Rate-optimal posterior contraction for sparse PCA (Q2343963) (← links)
• Do semidefinite relaxations solve sparse PCA up to the information limit? (Q2352742) (← links)
• High-dimensional change-point estimation: combining filtering with convex optimization (Q2397167) (← links)
• Large covariance estimation through elliptical factor models (Q2413594) (← links)
• Minimax sparse principal subspace estimation in high dimensions (Q2443207) (← links)
• Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• On the optimality of sliced inverse regression in high dimensions (Q2656585) (← links)
• Sparse PCA: Convex Relaxations, Algorithms and Applications (Q2802550) (← links)
• Directed Principal Component Analysis (Q2931712) (← links)
• Constrained low-rank matrix estimation: phase transitions, approximate message passing and applications (Q3303137) (← links)
• Near-optimal estimation of simultaneously sparse and low-rank matrices from nested linear measurements (Q4603729) (← links)
• Computational and statistical tradeoffs via convex relaxation (Q5170958) (← links)
• Sparse Principal Component Analysis in Hilbert Space (Q5177962) (← links)
• Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
• Sparse principal component analysis for high‐dimensional stationary time series (Q6140347) (← links)
• Euclidean Representation of Low-Rank Matrices and Its Geometric Properties (Q6166054) (← links)
• Envelopes and principal component regression (Q6184884) (← links)