Estimation of functionals of sparse covariance matrices

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Estimation of functionals of sparse covariance matrices

21 August 2014

Philippe Rigollet

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Papers citing "Estimation of functionals of sparse covariance matrices"

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Title
Asymptotically Efficient Estimation of Smooth Functionals of Covariance Operators V. Koltchinskii 82 30 0 25 Oct 2017
Efficient Estimation of Linear Functionals of Principal Components V. Koltchinskii Matthias Loffler Richard Nickl 53 33 0 25 Aug 2017
Estimating Large Precision Matrices via Modified Cholesky Decomposition Kyoungjae Lee Jaeyong Lee 66 23 0 04 Jul 2017
The two-to-infinity norm and singular subspace geometry with applications to high-dimensional statistics Joshua Cape M. Tang Carey E. Priebe 83 136 0 30 May 2017
Testing independence with high-dimensional correlated samples Xi Chen Weidong Liu 112 8 0 26 Mar 2017
Sample complexity of population recovery Yury Polyanskiy A. Suresh Yihong Wu 54 18 0 18 Feb 2017