Minimax Rates of Estimation for Sparse PCA in High Dimensions

3 February 2012

Papers citing "Minimax Rates of Estimation for Sparse PCA in High Dimensions"

18 / 18 papers shown

Title
Do algorithms and barriers for sparse principal component analysis extend to other structured settings? Guanyi Wang Mengqi Lou A. Pananjady CML 38 1 0 25 Jul 2023
Sparse PCA on fixed-rank matrices Alberto Del Pia 19 6 0 07 Jan 2022
Optimal convex lifted sparse phase retrieval and PCA with an atomic matrix norm regularizer Andrew D. McRae Justin Romberg Mark A. Davenport 35 8 0 08 Nov 2021
Classification of high-dimensional data with spiked covariance matrix structure Yin-Jen Chen M. Tang 62 0 0 05 Oct 2021
Spectral Methods for Data Science: A Statistical Perspective Yuxin Chen Yuejie Chi Jianqing Fan Cong Ma 40 165 0 15 Dec 2020
Subexponential-Time Algorithms for Sparse PCA Yunzi Ding Dmitriy Kunisky Alexander S. Wein Afonso S. Bandeira 30 57 0 26 Jul 2019
Diffusion Approximations for Online Principal Component Estimation and Global Convergence C. J. Li Mengdi Wang Han Liu Tong Zhang 34 12 0 29 Aug 2018
Optimality and Sub-optimality of PCA for Spiked Random Matrices and Synchronization Amelia Perry Alexander S. Wein Afonso S. Bandeira Ankur Moitra 24 59 0 19 Sep 2016
The Spectral Norm of Random Inner-Product Kernel Matrices Z. Fan Andrea Montanari 24 47 0 19 Jul 2015
Asymptotics of Empirical Eigen-structure for Ultra-high Dimensional Spiked Covariance Model Jianqing Fan Weichen Wang 23 42 0 16 Feb 2015
Computational and Statistical Boundaries for Submatrix Localization in a Large Noisy Matrix T. Tony Cai Tengyuan Liang Alexander Rakhlin 32 61 0 06 Feb 2015
The Fast Convergence of Incremental PCA Akshay Balsubramani S. Dasgupta Y. Freund 43 142 0 15 Jan 2015
Asymptotics and Concentration Bounds for Bilinear Forms of Spectral Projectors of Sample Covariance V. Koltchinskii Karim Lounici 55 90 0 20 Aug 2014
High Dimensional Semiparametric Scale-Invariant Principal Component Analysis Fang Han Han Liu 45 16 0 18 Feb 2014
A Direct Estimation of High Dimensional Stationary Vector Autoregressions Fang Han Huanran Lu Han Liu 66 120 0 01 Jul 2013
Sparse Principal Component Analysis with missing observations Karim Lounici 63 43 0 31 May 2012
Minimax bounds for sparse PCA with noisy high-dimensional data Aharon Birnbaum Iain M. Johnstone B. Nadler D. Paul 53 181 0 05 Mar 2012
Optimal detection of sparse principal components in high dimension Quentin Berthet Philippe Rigollet 62 284 0 23 Feb 2012