Detecting positive correlations in a multivariate sample

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Detecting positive correlations in a multivariate sample

24 February 2012

E. Arias-Castro

Sébastien Bubeck

Gábor Lugosi

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Papers citing "Detecting positive correlations in a multivariate sample"

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Title
Computational Lower Bounds for Sparse PCA Quentin Berthet Philippe Rigollet 88 93 0 03 Apr 2013
Optimal detection of sparse principal components in high dimension Quentin Berthet Philippe Rigollet 137 284 0 23 Feb 2012
Detection of a sparse submatrix of a high-dimensional noisy matrix C. Butucea Yu. I. Ingster 221 127 0 05 Sep 2011
Detection of correlations E. Arias-Castro Sébastien Bubeck Gábor Lugosi 104 62 0 06 Jun 2011
Optimal rates of convergence for covariance matrix estimation Tommaso Cai Cun-Hui Zhang Harrison H. Zhou 180 474 0 19 Oct 2010
Minimax risks for sparse regressions: Ultra-high-dimensional phenomenons Nicolas Verzélen 303 153 0 03 Aug 2010
On combinatorial testing problems L. Addario-Berry N. Broutin Luc Devroye Gábor Lugosi 122 114 0 24 Aug 2009
Innovated higher criticism for detecting sparse signals in correlated noise P. Hall Jiashun Jin 103 218 0 23 Feb 2009
Flexible covariance estimation in graphical Gaussian models B. Rajaratnam H. Massam C. Carvalho 110 119 0 21 Jan 2009
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 225 397 0 21 Jan 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 212 1,277 0 20 Jan 2009
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 396 1,385 0 13 Mar 2008
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 244 611 0 26 Nov 2007
Goodness-of-fit Tests for high-dimensional Gaussian linear models Nicolas Verzélen Fanny Villers 187 35 0 14 Nov 2007