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A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust Low-Rank Matrix Recovery

28 March 2016

Papers citing "A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust Low-Rank Matrix Recovery"

43 / 43 papers shown

Title
Robust Inference for High-dimensional Linear Models with Heavy-tailed Errors via Partial Gini Covariance Yilin Zhang Songshan Yang Y. Wu Lan Wang 398 0 0 19 Nov 2024
Sparse Linear Regression when Noises and Covariates are Heavy-Tailed and Contaminated by OutliersElectronic Journal of Statistics (EJS), 2024 Takeyuki Sasai Hironori Fujisawa 328 0 0 02 Aug 2024
Sub-Gaussian High-Dimensional Covariance Matrix Estimation under Elliptical Factor Model with 2 + εth Moment Yi Ding Xinghua Zheng 245 0 0 26 Jun 2024
Low-rank Matrix Bandits with Heavy-tailed Rewards Yue Kang Cho-Jui Hsieh T. C. Lee 150 4 0 26 Apr 2024
High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media Yuya Sasaki Jing Tao Yulong Wang 212 0 0 02 Mar 2024
Improved Analysis of Sparse Linear Regression in Local Differential Privacy ModelInternational Conference on Learning Representations (ICLR), 2023 Liyang Zhu Meng Ding Vaneet Aggarwal Jinhui Xu Haiyan Zhao 157 5 0 11 Oct 2023
Perceptual adjustment queries and an inverted measurement paradigm for low-rank metric learningNeural Information Processing Systems (NeurIPS), 2023 Austin Xu Andrew D. McRae Jingyan Wang Mark A. Davenport A. Pananjady 153 3 0 08 Sep 2023
Two Results on Low-Rank Heavy-Tailed Multiresponse Regressions Kangqiang Li Yuxuan Wang 189 1 0 23 May 2023
Computationally Efficient and Statistically Optimal Robust High-Dimensional Linear Regression Yinan Shen Jingyang Li Jian-Feng Cai Dong Xia 221 2 0 10 May 2023
Estimation of sparse linear regression coefficients under $L$ -subexponential covariates Takeyuki Sasai 214 0 0 24 Apr 2023
Quantized Low-Rank Multivariate Regression with Random DitheringIEEE Transactions on Signal Processing (IEEE TSP), 2023 Junren Chen Yueqi Wang Michael Kwok-Po Ng 288 7 0 22 Feb 2023
Challenges of cellwise outliersEconometrics and Statistics (ES), 2023 Jakob Raymaekers P. Rousseeuw 202 15 0 04 Feb 2023
Quantizing Heavy-tailed Data in Statistical Estimation: (Near) Minimax Rates, Covariate Quantization, and Uniform RecoveryIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2022 Junren Chen Michael Kwok-Po Ng Haiyan Zhao MQ 223 18 0 30 Dec 2022
Mining the Factor Zoo: Estimation of Latent Factor Models with Sufficient ProxiesJournal of Econometrics (JE), 2022 Runzhe Wan Yingying Li Wenbin Lu Rui Song 211 4 0 25 Dec 2022
Residual Permutation Test for High-Dimensional Regression Coefficient TestingAnnals of Statistics (Ann. Stat.), 2022 Kaiyue Wen Tengyao Wang Yuhao Wang 181 2 0 29 Nov 2022
Robust High-dimensional Tuning Free Multiple TestingAnnals of Statistics (Ann. Stat.), 2022 Jianqing Fan Zhipeng Lou Mengxin Yu 212 1 0 22 Nov 2022
Truthful Generalized Linear ModelsWorkshop on Internet and Network Economics (WINE), 2022 Yuan Qiu Jinyan Liu Haiyan Zhao FedML 237 3 0 16 Sep 2022
Outlier Robust and Sparse Estimation of Linear Regression Coefficients Takeyuki Sasai Hironori Fujisawa 385 5 0 24 Aug 2022
Robust Methods for High-Dimensional Linear LearningJournal of machine learning research (JMLR), 2022 Ibrahim Merad Stéphane Gaïffas OOD 375 3 0 10 Aug 2022
Robust and Sparse Estimation of Linear Regression Coefficients with Heavy-tailed Noises and Covariates Takeyuki Sasai 394 4 0 15 Jun 2022
Robust Matrix Completion with Heavy-tailed NoiseJournal of the American Statistical Association (JASA), 2022 Bingyan Wang Jianqing Fan 169 13 0 09 Jun 2022
$Error Bound of Empirical $\ell_2$ Risk Minimization for Noisy Standard and Generalized Phase Retrieval Problems$ Error Bound of Empirical $\ell_2$ Risk Minimization for Noisy Standard and Generalized Phase Retrieval Problems Junren Chen Michael Kwok-Po Ng 280 8 0 27 May 2022
Robust Regularized Low-Rank Matrix Models for Regression and Classification Hsin-Hsiung Huang Feng Yu Xing Fan Teng Zhang 171 1 0 14 May 2022
How do noise tails impact on deep ReLU networks?Annals of Statistics (Ann. Stat.), 2022 Jianqing Fan Yihong Gu Wen-Xin Zhou ODL 321 21 0 20 Mar 2022
High Dimensional Statistical Estimation under Uniformly Dithered One-bit QuantizationIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2022 Junren Chen Cheng-Long Wang Michael Kwok-Po Ng Haiyan Zhao MQ 356 23 0 26 Feb 2022
Robust parameter estimation of regression model under weakened moment assumptions Kangqiang Li Songqiao Tang Lixin Zhang 317 0 0 08 Dec 2021
Rank-Constrained Least-Squares: Prediction and Inference Michael Law Yaácov Ritov Ruixiang Zhang Ziwei Zhu 295 1 0 29 Nov 2021
High Dimensional Differentially Private Stochastic Optimization with Heavy-tailed DataACM SIGACT-SIGMOD-SIGART Symposium on Principles of Database Systems (PODS), 2021 Lijie Hu Shuo Ni Hanshen Xiao Haiyan Zhao 282 57 0 23 Jul 2021
Generalized Low-rank plus Sparse Tensor Estimation by Fast Riemannian OptimizationJournal of the American Statistical Association (JASA), 2021 Jian-Feng Cai Jingyang Li Dong Xia 509 33 0 16 Mar 2021
Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial DataSocial Science Research Network (SSRN), 2021 Minseok Shin Donggyu Kim Jianqing Fan 233 22 0 25 Feb 2021
Adversarial Robust Low Rank Matrix Estimation: Compressed Sensing and Matrix Completion Takeyuki Sasai Hironori Fujisawa 463 0 0 25 Oct 2020
Robust covariance estimation for distributed principal component analysis Kangqiang Li Han Bao Lixin Zhang 338 6 0 14 Oct 2020
Understanding Implicit Regularization in Over-Parameterized Single Index ModelJournal of the American Statistical Association (JASA), 2020 Jianqing Fan Zhuoran Yang Mengxin Yu 257 22 0 16 Jul 2020
Robust Structured Statistical Estimation via Conditional Gradient Type Methods Jiacheng Zhuo Liu Liu Constantine Caramanis 136 1 0 07 Jul 2020
Covariance Estimation for Matrix-valued DataJournal of the American Statistical Association (JASA), 2020 Yichi Zhang Weining Shen Dehan Kong 153 15 0 11 Apr 2020
II. High Dimensional Estimation under Weak Moment Assumptions: Structured Recovery and Matrix Estimation Xiaohan Wei 222 0 0 05 Mar 2020
ISLET: Fast and Optimal Low-rank Tensor Regression via Importance SketchingSIAM Journal on Mathematics of Data Science (SIMODS), 2019 Anru R. Zhang Yuetian Luo Garvesh Raskutti M. Yuan 456 49 0 09 Nov 2019
High-dimensional robust approximated M-estimators for mean regression with asymmetric dataJournal of Multivariate Analysis (JMA), 2019 Bin Luo Xiaoli Gao 92 3 0 21 Oct 2019
Optimal estimation of functionals of high-dimensional mean and covariance matrix Jianqing Fan Haolei Weng Yifeng Zhou 224 7 0 20 Aug 2019
Adaptive Huber Regression on Markov-dependent Data Jianqing Fan Yongyi Guo Bai Jiang 136 14 0 18 Apr 2019
Robust high dimensional factor models with applications to statistical machine learning Jianqing Fan Kaizheng Wang Yiqiao Zhong Ziwei Zhu 200 61 0 12 Aug 2018
Robust Estimation via Robust Gradient Estimation Adarsh Prasad A. Suggala Sivaraman Balakrishnan Pradeep Ravikumar 276 225 0 19 Feb 2018
Adaptive Huber Regression Qiang Sun Wen-Xin Zhou Jianqing Fan 292 312 0 21 Jun 2017