High-dimensional covariance matrix estimation with missing observations

12 January 2012

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

28 / 78 papers shown

Title
Multi-Task Learning with Incomplete Data for Healthcare X. Hunt S. Emrani I. Kabul Jorge Silva 10 6 0 06 Jul 2018
Active covariance estimation by random sub-sampling of variables Eduardo Pavez Antonio Ortega 25 2 0 04 Apr 2018
Robust Modifications of U-statistics and Applications to Covariance Estimation Problems Stanislav Minsker Xiaohan Wei 24 27 0 17 Jan 2018
Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women's health Anru R. Zhang Kehui Chen 22 6 0 31 Oct 2017
Sparse covariance matrix estimation in high-dimensional deconvolution Denis Belomestny Mathias Trabs Alexandre B. Tsybakov 22 10 0 30 Oct 2017
Sequential Matrix Completion A. Marsden S. Bacallado 21 2 0 23 Oct 2017
Estimation of the covariance structure of heavy-tailed distributions Stanislav Minsker Xiaohan Wei 31 38 0 01 Aug 2017
Contextual Linear Bandits under Noisy Features: Towards Bayesian Oracles Jung-hun Kim Se-Young Yun Minchan Jeong J. Nam Jinwoo Shin Richard Combes 21 5 0 03 Mar 2017
Sample complexity of population recovery Yury Polyanskiy A. Suresh Yihong Wu 17 18 0 18 Feb 2017
PCA from noisy, linearly reduced data: the diagonal case Edgar Dobriban W. Leeb A. Singer 24 5 0 30 Nov 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
Adaptive test for large covariance matrices with missing observations C. Butucea R. Zgheib 19 2 0 13 Feb 2016
New asymptotic results in principal component analysis V. Koltchinskii Karim Lounici 31 35 0 07 Jan 2016
Spectral analysis of high-dimensional sample covariance matrices with missing observations K. Jurczak Angelika Rohde 40 8 0 06 Jul 2015
Estimation of Low-Rank Covariance Function V. Koltchinskii Karim Lounici Alexandre B. Tsybakov 21 2 0 12 Apr 2015
Asymptotics and Concentration Bounds for Bilinear Forms of Spectral Projectors of Sample Covariance V. Koltchinskii Karim Lounici 55 90 0 20 Aug 2014
Learning Latent Variable Gaussian Graphical Models Zhaoshi Meng Brian Eriksson Alfred Hero 30 41 0 10 Jun 2014
Subspace Learning with Partial Information Alon Gonen Laura Vana-Gur Yonina C. Eldar Shai Shalev-Shwartz 34 35 0 19 Feb 2014
ECA: High Dimensional Elliptical Component Analysis in non-Gaussian Distributions Fang Han Han Liu 57 3 0 14 Oct 2013
Geometric median and robust estimation in Banach spaces Stanislav Minsker 51 308 0 06 Aug 2013
Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution Fang Han Han Liu 37 37 0 29 May 2013
Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas M. Wegkamp Yue Zhao 29 46 0 28 May 2013
Optimal Estimation and Rank Detection for Sparse Spiked Covariance Matrices Tony Cai Zongming Ma Yihong Wu 42 159 0 14 May 2013
Covariance Estimation in High Dimensions via Kronecker Product Expansions Theodoros Tsiligkaridis Alfred Hero 35 110 0 12 Feb 2013
On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA F. Bunea Luo Xiao 30 92 0 21 Dec 2012
Discussion: Latent variable graphical model selection via convex optimization Christophe Giraud Alexandre B. Tsybakov 33 8 0 05 Nov 2012
Sparse Principal Component Analysis with missing observations Karim Lounici 63 43 0 31 May 2012