De-biased sparse PCA: Inference and testing for eigenstructure of large covariance matrices

31 January 2018

Papers citing "De-biased sparse PCA: Inference and testing for eigenstructure of large covariance matrices"

7 / 7 papers shown

Title
Uncertainty quantification for nonconvex tensor completion: Confidence intervals, heteroscedasticity and optimality Changxiao Cai H. Vincent Poor Yuxin Chen 118 23 0 15 Jun 2020
The Asymptotic Distribution of the MLE in High-dimensional Logistic Models: Arbitrary Covariance Qian Zhao Pragya Sur Emmanuel J. Candès 79 36 0 25 Jan 2020
A generalization of regularized dual averaging and its dynamics Shih-Kang Chao Guang Cheng 58 18 0 22 Sep 2019
Sparse spectral estimation with missing and corrupted measurements A. Elsener Sara van de Geer 137 17 0 26 Nov 2018
Scale calibration for high-dimensional robust regression Yu Li 58 27 0 06 Nov 2018
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 111 51 0 27 Sep 2018
Confidence intervals for high-dimensional Cox models Yi Yu Jelena Bradic R. Samworth 62 29 0 03 Mar 2018