High-dimensional covariance matrix estimation with missing observations

12 January 2012

Papers citing "High-dimensional covariance matrix estimation with missing observations"

50 / 78 papers shown

Title
DPERC: Direct Parameter Estimation for Mixed Data Tuan L.Vo Quan Huu Do Uyen Dang T. Nguyen P. Halvorsen Michael A. Riegler Binh T. Nguyen 39 1 0 17 Jan 2025
Optimal Estimation of Structured Covariance Operators Omar Al Ghattas Jiaheng Chen D. Sanz-Alonso Nathan Waniorek 39 3 0 04 Aug 2024
Covariance Operator Estimation via Adaptive Thresholding Omar Al Ghattas D. Sanz-Alonso 38 1 0 28 May 2024
Covariance estimation with direction dependence accuracy Pedro Abdalla S. Mendelson 16 0 0 13 Feb 2024
On Minimum Trace Factor Analysis -- An Old Song Sung to a New Tune C. Li A. Shkolnik 15 0 0 04 Feb 2024
Locally Stationary Graph Processes Abdullah Canbolat Elif Vural 22 1 0 04 Sep 2023
A Parameter-Free Two-Bit Covariance Estimator with Improved Operator Norm Error Rate Junren Chen Michael Kwok-Po Ng MQ 18 5 0 30 Aug 2023
Sharper dimension-free bounds on the Frobenius distance between sample covariance and its expectation Nikita Puchkin Fedor Noskov V. Spokoiny OT 31 6 0 28 Aug 2023
One-sided Matrix Completion from Two Observations Per Row Steven Cao Percy Liang Gregory Valiant 15 0 0 06 Jun 2023
Robust covariance estimation with missing values and cell-wise contamination Karim Lounici Grégoire Pacreau 24 1 0 01 Jun 2023
Covariance Estimation under Missing Observations and $L_4-L_2$ Moment Equivalence Pedro Abdalla 29 1 0 22 May 2023
Deflated HeteroPCA: Overcoming the curse of ill-conditioning in heteroskedastic PCA Yuchen Zhou Yuxin Chen 40 4 0 10 Mar 2023
Robust Model Selection of Gaussian Graphical Models Abrar Zahin Rajasekhar Anguluri Lalitha Sankar O. Kosut Gautam Dasarathy 11 0 0 10 Nov 2022
Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails R. I. Oliveira Zoraida F. Rico 33 10 0 27 Sep 2022
Low-Rank Covariance Completion for Graph Quilting with Applications to Functional Connectivity Andersen Chang Lili Zheng Genevera I. Allen 16 3 0 17 Sep 2022
Improved Rates of Bootstrap Approximation for the Operator Norm: A Coordinate-Free Approach Miles E. Lopes 24 3 0 05 Aug 2022
Covariance Estimation: Optimal Dimension-free Guarantees for Adversarial Corruption and Heavy Tails Pedro Abdalla Nikita Zhivotovskiy 38 25 0 17 May 2022
Estimating Gaussian Copulas with Missing Data Maximilian Kertel Markus Pauly 23 3 0 14 Jan 2022
Laplacian Constrained Precision Matrix Estimation: Existence and High Dimensional Consistency E. Pavez 29 5 0 31 Oct 2021
Classification of high-dimensional data with spiked covariance matrix structure Yin-Jen Chen M. Tang 64 0 0 05 Oct 2021
Inference for Heteroskedastic PCA with Missing Data Yuling Yan Yuxin Chen Jianqing Fan 40 16 0 26 Jul 2021
Bootstrapping the error of Oja's algorithm Robert Lunde Purnamrita Sarkar Rachel A. Ward 23 10 0 28 Jun 2021
New challenges in covariance estimation: multiple structures and coarse quantization J. Maly Tianyu Yang S. Dirksen Holger Rauhut Giuseppe Caire 29 3 0 11 Jun 2021
Entrywise Estimation of Singular Vectors of Low-Rank Matrices with Heteroskedasticity and Dependence Joshua Agterberg Zachary Lubberts Carey Priebe 22 19 0 27 May 2021
On the robustness to adversarial corruption and to heavy-tailed data of the Stahel-Donoho median of means Jules Depersin Guillaume Lecué 27 12 0 22 Jan 2021
Spectral Methods for Data Science: A Statistical Perspective Yuxin Chen Yuejie Chi Jianqing Fan Cong Ma 40 165 0 15 Dec 2020
Multivariate mean estimation with direction-dependent accuracy Gabor Lugosi S. Mendelson 28 12 0 22 Oct 2020
Detecting approximate replicate components of a high-dimensional random vector with latent structure Xin Bing F. Bunea M. Wegkamp 20 4 0 05 Oct 2020
Tracy-Widom distribution for heterogeneous Gram matrices with applications in signal detection Xiucai Ding Fan Yang 13 15 0 10 Aug 2020
Estimating High-dimensional Covariance and Precision Matrices under General Missing Dependence Seongoh Park Xinlei Wang Johan Lim 13 13 0 08 Jun 2020
II. High Dimensional Estimation under Weak Moment Assumptions: Structured Recovery and Matrix Estimation Xiaohan Wei 21 0 0 05 Mar 2020
Recommendation on a Budget: Column Space Recovery from Partially Observed Entries with Random or Active Sampling Carolyn Kim Mohsen Bayati 23 0 0 26 Feb 2020
Adaptive Covariate Acquisition for Minimizing Total Cost of Classification Daniel Andrade Yuzuru Okajima 9 3 0 21 Feb 2020
Nonconvex Low-Rank Tensor Completion from Noisy Data Changxiao Cai Gen Li H. Vincent Poor Yuxin Chen 21 81 0 11 Nov 2019
$Subspace Estimation from Unbalanced and Incomplete Data Matrices: $\ell_{2,\infty}$ Statistical Guarantees$ Subspace Estimation from Unbalanced and Incomplete Data Matrices: $\ell_{2,\infty}$ Statistical Guarantees Changxiao Cai Gen Li Yuejie Chi H. Vincent Poor Yuxin Chen 35 13 0 09 Oct 2019
Covariance Matrix Estimation with Non Uniform and Data Dependent Missing Observations Eduardo Pavez Antonio Ortega 11 17 0 01 Oct 2019
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and Sketching Miles E. Lopes N. Benjamin Erichson Michael W. Mahoney 27 12 0 13 Sep 2019
High-dimensional principal component analysis with heterogeneous missingness Ziwei Zhu Tengyao Wang R. Samworth 41 47 0 28 Jun 2019
Learning Dependency Structures for Weak Supervision Models P. Varma Frederic Sala A. He Alexander Ratner Christopher Ré NoLa 19 67 0 14 Mar 2019
Affine Invariant Covariance Estimation for Heavy-Tailed Distributions Dmitrii Ostrovskii Alessandro Rudi 26 10 0 08 Feb 2019
Robust estimation of tree structured Gaussian Graphical Model A. Katiyar Jessica Hoffmann C. Caramanis CML 13 14 0 25 Jan 2019
Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method Yegor Klochkov Nikita Zhivotovskiy 18 29 0 09 Dec 2018
Relative concentration bounds for the spectrum of kernel matrices Ernesto Araya Valdivia 25 9 0 05 Dec 2018
Sparse spectral estimation with missing and corrupted measurements A. Elsener Sara van de Geer 13 17 0 26 Nov 2018
Regret bounds for meta Bayesian optimization with an unknown Gaussian process prior Zi Wang Beomjoon Kim L. Kaelbling 19 54 0 23 Nov 2018
User-Friendly Covariance Estimation for Heavy-Tailed Distributions Y. Ke Stanislav Minsker Zhao Ren Qiang Sun Wen-Xin Zhou 11 57 0 05 Nov 2018
Heteroskedastic PCA: Algorithm, Optimality, and Applications Anru R. Zhang T. Tony Cai Yihong Wu 30 70 0 19 Oct 2018
Robust covariance estimation under $L_4-L_2$ norm equivalence S. Mendelson Nikita Zhivotovskiy 31 60 0 27 Sep 2018
Moment bounds for large autocovariance matrices under dependence Fang Han Yicheng Li 11 0 0 24 Sep 2018
Spectral thresholding for the estimation of Markov chain transition operators Matthias Loffler A. Picard 13 6 0 24 Aug 2018