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Optimal detection of sparse principal components in high dimension

Type: Journal Paper

Author : Berthet, Quentin - Rigollet, Philippe

Publisher: The Institute of Mathematical Statistics

Year: 2013

Sparse PCA: Optimal rates and adaptive estimation

Type: Journal Paper

Author : Cai, T. Tony - Ma, Zongming - Wu, Yihong

Publisher: The Institute of Mathematical Statistics

Year: 2013

Optimal sparse volatility matrix estimation for high dimensional Ito processes with measurement errors

Type: Journal Paper

Author : Tao, Minjing - Wang, Yazhen - Zhou, Harrison H.

Publisher: The Institute of Mathematical Statistics

Year: 2013

On the Fundamental Limits of Recovering Tree Sparse Vectors From Noisy Linear Measurements

Type: Journal Paper

Author : Soni, Archana; Haupt, Jarvis

Publisher: IEEE

Year: 2014

Author

Berthet, Quentin - Rigollet, Philippe (1)

Cai, T. Tony - Ma, Zongming - Wu, Yihong (1)

Haupt, Jarvis (1)

Soni, Archana (1)

Tao, Minjing - Wang, Yazhen - Zhou, Harrison H. (1)

Publisher

The Institute of Mathematical Statistics (3)

IEEE (1)

Year

2014 (1)

2013 (3)

Keywords

minimax lower bound (2)

minimax lower bounds (2)

Adaptive estimation (1)

adaptive measurement (1)

Adaptive sensing (1)

aggregation (1)

Compressed sensing (1)

compressed sensing (1)

compressive sensing (1)

covariance matrix (1)

Type

Journal Paper (4)

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English (4)

Content Type

Metadata Only (4)

Publication Title

The Annals of Statistics (3)

Information Theory, IEEE Transactions on (1)

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