Optimal Estimation and Rank Detection for Sparse Spiked Covariance Matrices

14 May 2013

Tony Cai

Papers citing "Optimal Estimation and Rank Detection for Sparse Spiked Covariance Matrices"

26 / 26 papers shown

Title
Optimal rates of convergence for sparse covariance matrix estimation T. Cai Harrison H. Zhou 125 246 0 13 Feb 2013
On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA F. Bunea Luo Xiao 593 92 0 21 Dec 2012
Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation T. Tony Cai Weidong Liu Harrison H. Zhou 78 208 0 12 Dec 2012
Sparse PCA: Optimal rates and adaptive estimation Tommaso Cai Zongming Ma Yihong Wu 88 326 0 06 Nov 2012
Adaptive covariance matrix estimation through block thresholding By T. Tony Cai M. Yuan 67 129 0 02 Nov 2012
Minimax sparse principal subspace estimation in high dimensions Vincent Q. Vu Jing Lei 87 195 0 02 Nov 2012
Signal Detection in High Dimension: The Multispiked Case A. Onatski Marcelo J. Moreira Marc Hallin 72 74 0 20 Oct 2012
Sparse Principal Component Analysis with missing observations Karim Lounici 102 43 0 31 May 2012
Minimax bounds for sparse PCA with noisy high-dimensional data Aharon Birnbaum Iain M. Johnstone B. Nadler D. Paul 89 181 0 05 Mar 2012
Optimal detection of sparse principal components in high dimension Quentin Berthet Philippe Rigollet 100 284 0 23 Feb 2012
Minimax Rates of Estimation for Sparse PCA in High Dimensions Vincent Q. Vu Jing Lei 88 142 0 03 Feb 2012
High-dimensional covariance matrix estimation with missing observations Karim Lounici 136 183 0 12 Jan 2012
Sparse principal component analysis and iterative thresholding Zongming Ma 84 333 0 12 Dec 2011
Nuclear norm penalization and optimal rates for noisy low rank matrix completion V. Koltchinskii Alexandre B. Tsybakov Karim Lounici 154 663 0 29 Nov 2010
Optimal rates of convergence for covariance matrix estimation Tommaso Cai Cun-Hui Zhang Harrison H. Zhou 100 474 0 19 Oct 2010
Oracle Inequalities and Optimal Inference under Group Sparsity Karim Lounici Massimiliano Pontil Alexandre B. Tsybakov Sara van de Geer 226 382 0 11 Jul 2010
On Pairs of $f$ -divergences and their Joint Range P. Harremoes I. Vajda 70 54 0 01 Jul 2010
Estimation of high-dimensional low-rank matrices Angelika Rohde Alexandre B. Tsybakov 208 382 0 29 Dec 2009
Estimation of (near) low-rank matrices with noise and high-dimensional scaling S. Negahban Martin J. Wainwright 175 569 0 27 Dec 2009
PCA consistency in high dimension, low sample size context Sungkyu Jung J. S. Marron 68 319 0 19 Nov 2009
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 136 397 0 21 Jan 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 149 1,270 0 20 Jan 2009
$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 193 874 0 21 Nov 2008
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 95 1,384 0 13 Mar 2008
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 166 608 0 26 Nov 2007
Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization Benjamin Recht Maryam Fazel P. Parrilo 256 3,762 0 28 Jun 2007