Optimal rates of convergence for sparse covariance matrix estimation

13 February 2013

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

22 / 22 papers shown

Title
Two New Families of Local Asymptotically Minimax Lower Bounds in Parameter Estimation Neri Merhav 24 0 0 19 Sep 2024
Entropic covariance models Piotr Zwiernik 22 2 0 06 Jun 2023
Quantizing Heavy-tailed Data in Statistical Estimation: (Near) Minimax Rates, Covariate Quantization, and Uniform Recovery Junren Chen Michael Kwok-Po Ng Di Wang MQ 28 12 0 30 Dec 2022
A Bernstein-type Inequality for High Dimensional Linear Processes with Applications to Robust Estimation of Time Series Regressions Linbo Liu Danna Zhang AI4TS 40 1 0 21 Sep 2021
Sparse principal component analysis for high-dimensional stationary time series Kou Fujimori Yuichi Goto Yong-Jin Liu M. Taniguchi 25 2 0 01 Sep 2021
On Support Recovery with Sparse CCA: Information Theoretic and Computational Limits Nilanjana Laha Rajarshi Mukherjee 31 4 0 14 Aug 2021
Post-Processed Posteriors for Banded Covariances Kwangmin Lee Kyoungjae Lee Jaeyong Lee 29 5 0 25 Nov 2020
Estimation, Confidence Intervals, and Large-Scale Hypotheses Testing for High-Dimensional Mixed Linear Regression Linjun Zhang Rong Ma T. Tony Cai Hongzhe Li 44 12 0 06 Nov 2020
Semi-supervised Inference for Explained Variance in High-dimensional Linear Regression and Its Applications T. Tony Cai Zijian Guo 24 59 0 16 Jun 2018
Finite sample change point inference and identification for high-dimensional mean vectors Mengjia Yu Xiaohui Chen 29 37 0 23 Nov 2017
Estimating Large Precision Matrices via Modified Cholesky Decomposition Kyoungjae Lee Jaeyong Lee 24 23 0 04 Jul 2017
Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications Xiaohui Chen 12 56 0 30 Sep 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
High-dimensional robust precision matrix estimation: Cellwise corruption under $ε$ -contamination Po-Ling Loh X. Tan 21 30 0 24 Sep 2015
The Spectral Norm of Random Inner-Product Kernel Matrices Z. Fan Andrea Montanari 24 47 0 19 Jul 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 38 20 0 16 Dec 2014
Inference for High-dimensional Differential Correlation Matrices T. Cai Anru R. Zhang 52 29 0 25 Aug 2014
Simulation-Based Hypothesis Testing of High Dimensional Means Under Covariance Heterogeneity Jinyuan Chang Chaowen Zheng Wen-Xin Zhou Wen Zhou 47 64 0 08 Jun 2014
Covariance and precision matrix estimation for high-dimensional time series Xiaohui Chen Mengyu Xu Wei Biao Wu AI4TS 70 147 0 06 Jan 2014
Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model Mengjie Chen Zhao Ren Hongyu Zhao Harrison H. Zhou 35 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 40 69 0 02 Sep 2013