Subexponential-time algorithms for sparse PCA
From MaRDI portal
Cites work
- A nearly tight sum-of-squares lower bound for the planted clique problem
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
- A Simple SVD Algorithm for Finding Hidden Partitions
- Adaptive estimation of a quadratic functional by model selection.
- Angular synchronization by eigenvectors and semidefinite programming
- Asymptotic power of sphericity tests for high-dimensional data
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
- Community detection and stochastic block models: recent developments
- Do semidefinite relaxations solve sparse PCA up to the information limit?
- Eigenvalues of large sample covariance matrices of spiked population models
- Finite sample approximation results for principal component analysis: A matrix perturbation approach
- Fundamental limits of detection in the spiked Wigner model
- Fundamental limits of symmetric low-rank matrix estimation
- Hidden Cliques and the Certification of the Restricted Isometry Property
- HIGH DIMENSIONAL ESTIMATION VIA SUM-OF-SQUARES PROOFS
- scientific article; zbMATH DE number 7650426 (Why is no real title available?)
- Information-Theoretic Bounds and Phase Transitions in Clustering, Sparse PCA, and Submatrix Localization
- Large Cliques Elude the Metropolis Process
- Message-passing algorithms for synchronization problems over compact groups
- On consistency and sparsity for principal components analysis in high dimensions
- On finite rank deformations of Wigner matrices
- On the distribution of the largest eigenvalue in principal components analysis
- Optimal detection of sparse principal components in high dimension
- Optimal solutions for sparse principal component analysis
- Optimality and sub-optimality of PCA. I: Spiked random matrix models
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Phase transitions in semidefinite relaxations
- Sparse PCA: optimal rates and adaptive estimation
- Statistical and computational trade-offs in estimation of sparse principal components
- Strongly refuting random CSPs below the spectral threshold
- Sum-of-squares Lower Bounds for Planted Clique
- Tensor SVD: Statistical and Computational Limits
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
- The isotropic semicircle law and deformation of Wigner matrices
- The largest eigenvalue of rank one deformation of large Wigner matrices
- The largest eigenvalue of small rank perturbations of Hermitian random matrices
- The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
- Three-dimensional structure determination from common lines in cryo-EM by eigenvectors and semidefinite programming
Cited in
(11)- Computational lower bounds for graphon estimation via low-degree polynomials
- Computational and statistical thresholds in multi-layer stochastic block models
- A computational transition for detecting correlated stochastic block models by low-degree polynomials
- Certifying Euclidean sections and finding planted sparse vectors beyond the \(\sqrt{n}\) dimension threshold
- Optimal clustering by Lloyd's algorithm for low-rank mixture model
- Low-degree hardness of detection for correlated Erdős-Rényi graphs
- Letter to the editor. Instance optimality in phase retrieval
- The Kikuchi hierarchy and tensor PCA
- Precise error rates for computationally efficient testing
- Low coordinate degree algorithms. I: Universality of computational thresholds for hypothesis testing
- Tensor-on-tensor regression: Riemannian optimization, over-parameterization, statistical-computational gap and their interplay
This page was built for publication: Subexponential-time algorithms for sparse PCA
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6566150)
