Optimal rates of convergence for covariance matrix estimation

19 October 2010

Papers citing "Optimal rates of convergence for covariance matrix estimation"

19 / 69 papers shown

Title
Differentially Private High Dimensional Sparse Covariance Matrix Estimation Di Wang Jinhui Xu 11 10 0 18 Jan 2019
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data Jinyuan Chang Qiao Hu Cheng Liu C. Tang 12 8 0 19 Dec 2018
Adaptive Non-parametric Estimation of Mean and Autocovariance in Regression with Dependent Errors Tatyana Krivobokova Paulo Serra Francisco Rosales Karolina Klockmann 21 2 0 17 Dec 2018
A Survey on Nonconvex Regularization Based Sparse and Low-Rank Recovery in Signal Processing, Statistics, and Machine Learning Fei Wen L. Chu Peilin Liu Robert C. Qiu 21 151 0 16 Aug 2018
Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries Stanislav Minsker 22 103 0 23 May 2016
High-dimensional robust precision matrix estimation: Cellwise corruption under $ε$ -contamination Po-Ling Loh X. Tan 8 29 0 24 Sep 2015
Inference of high-dimensional linear models with time-varying coefficients Xiaohui Chen Yifeng He 34 9 0 12 Jun 2015
Estimation of Large Covariance and Precision Matrices from Temporally Dependent Observations Hai Shu B. Nan 24 20 0 16 Dec 2014
High Dimensional Correlation Matrices: CLT and Its Applications Jiti Gao Xiao Han G. Pan Yanrong Yang 18 5 0 01 Nov 2014
Inference for High-dimensional Differential Correlation Matrices T. Cai Anru R. Zhang 36 28 0 25 Aug 2014
Covariance and precision matrix estimation for high-dimensional time series Xiaohui Chen Mengyu Xu W. Wu AI4TS 57 146 0 06 Jan 2014
Rate-optimal posterior contraction for sparse PCA Chao Gao Harrison H. Zhou 38 35 0 30 Nov 2013
Minimax bounds for sparse PCA with noisy high-dimensional data Aharon Birnbaum Iain M. Johnstone B. Nadler D. Paul 41 180 0 05 Mar 2012
Optimal detection of sparse principal components in high dimension Quentin Berthet Philippe Rigollet 48 283 0 23 Feb 2012
Minimax Rates of Estimation for Sparse PCA in High Dimensions Vincent Q. Vu Jing Lei 46 142 0 03 Feb 2012
High-dimensional covariance matrix estimation with missing observations Karim Lounici 38 181 0 12 Jan 2012
Minimax bounds for estimation of normal mixtures Arlene K. H. Kim 43 19 0 20 Dec 2011
Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices Tony Cai Tiefeng Jiang 28 195 0 14 Feb 2011
$High-dimensional covariance estimation by minimizing $\ell_1$-penalized log-determinant divergence$ High-dimensional covariance estimation by minimizing $\ell_1$ -penalized log-determinant divergence Pradeep Ravikumar Martin J. Wainwright Garvesh Raskutti Bin Yu 87 870 0 21 Nov 2008