Minimax Rates of Estimation for Sparse PCA in High Dimensions

3 February 2012

Papers citing "Minimax Rates of Estimation for Sparse PCA in High Dimensions"

10 / 10 papers shown

Title
Do algorithms and barriers for sparse principal component analysis extend to other structured settings? Guanyi Wang Mengqi Lou A. Pananjady CML 23 1 0 25 Jul 2023
Classification of high-dimensional data with spiked covariance matrix structure Yin-Jen Chen M. Tang 55 0 0 05 Oct 2021
Subexponential-Time Algorithms for Sparse PCA Yunzi Ding Dmitriy Kunisky Alexander S. Wein Afonso S. Bandeira 20 57 0 26 Jul 2019
Diffusion Approximations for Online Principal Component Estimation and Global Convergence C. J. Li Mengdi Wang Han Liu Tong Zhang 20 12 0 29 Aug 2018
Computational and Statistical Boundaries for Submatrix Localization in a Large Noisy Matrix T. Tony Cai Tengyuan Liang Alexander Rakhlin 26 61 0 06 Feb 2015
The Fast Convergence of Incremental PCA Akshay Balsubramani S. Dasgupta Y. Freund 34 139 0 15 Jan 2015
Asymptotics and Concentration Bounds for Bilinear Forms of Spectral Projectors of Sample Covariance V. Koltchinskii Karim Lounici 48 90 0 20 Aug 2014
High Dimensional Semiparametric Scale-Invariant Principal Component Analysis Fang Han Han Liu 31 16 0 18 Feb 2014
Minimax bounds for sparse PCA with noisy high-dimensional data Aharon Birnbaum Iain M. Johnstone B. Nadler D. Paul 49 180 0 05 Mar 2012
Optimal detection of sparse principal components in high dimension Quentin Berthet Philippe Rigollet 56 283 0 23 Feb 2012