Optimal rates of convergence for covariance matrix estimation

19 October 2010

Papers citing "Optimal rates of convergence for covariance matrix estimation"

42 / 92 papers shown

Title
Differentially Private High Dimensional Sparse Covariance Matrix Estimation Di Wang Jinhui Xu 22 10 0 18 Jan 2019
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data Jinyuan Chang Qiao Hu Cheng Liu C. Tang 20 8 0 19 Dec 2018
Adaptive Non-parametric Estimation of Mean and Autocovariance in Regression with Dependent Errors Tatyana Krivobokova Paulo Serra Francisco Rosales Karolina Klockmann 26 2 0 17 Dec 2018
Distributed Inference for Linear Support Vector Machine Xiaozhou Wang Zhuoyi Yang Xi Chen Weidong Liu 16 64 0 29 Nov 2018
First-order Newton-type Estimator for Distributed Estimation and Inference Xi Chen Weidong Liu Yichen Zhang 30 48 0 28 Nov 2018
Quantile Regression Under Memory Constraint Xi Chen Weidong Liu Yichen Zhang 11 114 0 18 Oct 2018
A Survey on Nonconvex Regularization Based Sparse and Low-Rank Recovery in Signal Processing, Statistics, and Machine Learning Fei Wen L. Chu Peilin Liu Robert C. Qiu 23 153 0 16 Aug 2018
Finite sample change point inference and identification for high-dimensional mean vectors Mengjia Yu Xiaohui Chen 29 37 0 23 Nov 2017
An Expectation Conditional Maximization approach for Gaussian graphical models Z. Li Tyler H. McCormick 23 26 0 20 Sep 2017
Embracing the Blessing of Dimensionality in Factor Models Quefeng Li Guang Cheng Jianqing Fan Yuyan Wang 27 34 0 25 Oct 2016
Graph-Guided Banding of the Covariance Matrix Jacob Bien 11 6 0 01 Jun 2016
Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries Stanislav Minsker 32 103 0 23 May 2016
Minimax Rate-optimal Estimation of High-dimensional Covariance Matrices with Incomplete Data T. Tony Cai Anru R. Zhang 19 37 0 14 May 2016
Block-diagonal covariance selection for high-dimensional Gaussian graphical models Emilie Devijver M. Gallopin 16 40 0 12 Nov 2015
High-dimensional robust precision matrix estimation: Cellwise corruption under $ε$ -contamination Po-Ling Loh X. Tan 19 30 0 24 Sep 2015
Inference of high-dimensional linear models with time-varying coefficients Xiaohui Chen Yifeng He 42 9 0 12 Jun 2015
Robust Covariance and Scatter Matrix Estimation under Huber's Contamination Model Mengjie Chen Chao Gao Zhao Ren 25 164 0 01 Jun 2015
Estimation of Large Covariance and Precision Matrices from Temporally Dependent Observations Hai Shu B. Nan 36 20 0 16 Dec 2014
High Dimensional Correlation Matrices: CLT and Its Applications Jiti Gao Xiao Han G. Pan Yanrong Yang 26 5 0 01 Nov 2014
Inference for High-dimensional Differential Correlation Matrices T. Cai Anru R. Zhang 49 29 0 25 Aug 2014
SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties Danning Li H. Zou 35 11 0 25 Jun 2014
Geometric Inference for General High-Dimensional Linear Inverse Problems T. Tony Cai Tengyuan Liang Alexander Rakhlin 48 27 0 17 Apr 2014
Covariance and precision matrix estimation for high-dimensional time series Xiaohui Chen Mengyu Xu Wei Biao Wu AI4TS 70 146 0 06 Jan 2014
Rate-optimal posterior contraction for sparse PCA Chao Gao Harrison H. Zhou 51 35 0 30 Nov 2013
Tests for covariance matrix with fixed or divergent dimension Rongmao Zhang L. Peng Ruodu Wang 71 20 0 30 Oct 2013
Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model Mengjie Chen Zhao Ren Hongyu Zhao Harrison H. Zhou 27 59 0 23 Sep 2013
Law of Log Determinant of Sample Covariance Matrix and Optimal Estimation of Differential Entropy for High-Dimensional Gaussian Distributions T. Tony Cai Tengyuan Liang Harrison H. Zhou 38 68 0 02 Sep 2013
A Direct Estimation of High Dimensional Stationary Vector Autoregressions Fang Han Huanran Lu Han Liu 66 120 0 01 Jul 2013
Gemini: Graph estimation with matrix variate normal instances Shuheng Zhou 66 105 0 23 Sep 2012
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation Yumou Qiu Songxi Chen 62 65 0 16 Aug 2012
Minimax bounds for sparse PCA with noisy high-dimensional data Aharon Birnbaum Iain M. Johnstone B. Nadler D. Paul 51 181 0 05 Mar 2012
Optimal detection of sparse principal components in high dimension Quentin Berthet Philippe Rigollet 60 284 0 23 Feb 2012
Minimax Rates of Estimation for Sparse PCA in High Dimensions Vincent Q. Vu Jing Lei 59 142 0 03 Feb 2012
High-dimensional covariance matrix estimation with missing observations Karim Lounici 49 182 0 12 Jan 2012
Minimax bounds for estimation of normal mixtures Arlene K. H. Kim 48 19 0 20 Dec 2011
New Methods for Handling Singular Sample Covariance Matrices G. Tucci Ke Wang 46 5 0 01 Nov 2011
The Masked Sample Covariance Estimator: An Analysis via Matrix Concentration Inequalities Richard Y. Chen Alex Gittens J. Tropp 55 70 0 08 Sep 2011
Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices Tony Cai Tiefeng Jiang 43 196 0 14 Feb 2011
Approximating the inverse of banded matrices by banded matrices with applications to probability and statistics Peter J. Bickel M. Lindner 55 35 0 24 Feb 2010
Sparsistent Estimation of Time-Varying Discrete Markov Random Fields Mladen Kolar Eric P. Xing 99 23 0 14 Jul 2009
The Nonparanormal: Semiparametric Estimation of High Dimensional Undirected Graphs Han Liu John D. Lafferty Larry A. Wasserman 95 759 0 03 Mar 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 106 869 0 21 Nov 2008