Optimal Estimation and Rank Detection for Sparse Spiked Covariance Matrices

14 May 2013

Tony Cai

Papers citing "Optimal Estimation and Rank Detection for Sparse Spiked Covariance Matrices"

26 / 26 papers shown

Title
Minimax rates in variance and covariance changepoint testing Per August Jarval Moen 45 0 0 13 May 2024
Robust Testing in High-Dimensional Sparse Models Anand George C. Canonne 38 3 0 16 May 2022
Classification of high-dimensional data with spiked covariance matrix structure Yin-Jen Chen M. Tang 62 0 0 05 Oct 2021
Inference on the maximal rank of time-varying covariance matrices using high-frequency data M. Reiß Lars Winkelmann 17 4 0 01 Oct 2021
Power Iteration for Tensor PCA Jiaoyang Huang Daniel Zhengyu Huang Qing Yang Guang Cheng 29 18 0 26 Dec 2020
Hutch++: Optimal Stochastic Trace Estimation R. A. Meyer Cameron Musco Christopher Musco David P. Woodruff 18 104 0 19 Oct 2020
Tensor Clustering with Planted Structures: Statistical Optimality and Computational Limits Yuetian Luo Anru R. Zhang 35 44 0 21 May 2020
Reducibility and Statistical-Computational Gaps from Secret Leakage Matthew Brennan Guy Bresler 29 86 0 16 May 2020
Estimation of Wasserstein distances in the Spiked Transport Model Jonathan Niles-Weed Philippe Rigollet 25 102 0 16 Sep 2019
Optimal Average-Case Reductions to Sparse PCA: From Weak Assumptions to Strong Hardness Matthew Brennan Guy Bresler 26 50 0 20 Feb 2019
Iterative Least Trimmed Squares for Mixed Linear Regression Yanyao Shen Sujay Sanghavi 17 25 0 10 Feb 2019
Estimating Large Precision Matrices via Modified Cholesky Decomposition Kyoungjae Lee Jaeyong Lee 22 23 0 04 Jul 2017
Non-asymptotic upper bounds for the reconstruction error of PCA M. Reiß Martin Wahl 22 55 0 13 Sep 2016
Fast estimation of approximate matrix ranks using spectral densities Shashanka Ubaru Y. Saad A. Seghouane 12 21 0 19 Aug 2016
Information-theoretic bounds and phase transitions in clustering, sparse PCA, and submatrix localization Jessica E. Banks Cristopher Moore Nicolas Verzélen Roman Vershynin Jiaming Xu 29 74 0 18 Jul 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
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
Phase Transitions for High Dimensional Clustering and Related Problems Jiashun Jin Z. Ke Wanjie Wang 42 51 0 24 Feb 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
Influential Feature PCA for high dimensional clustering Jiashun Jin Wanjie Wang 40 79 0 20 Jul 2014
Rate-optimal posterior contraction for sparse PCA Chao Gao Harrison H. Zhou 51 35 0 30 Nov 2013
ROP: Matrix recovery via rank-one projections T. Tony Cai Anru R. Zhang 36 149 0 22 Oct 2013
Sparse Principal Component Analysis with missing observations Karim Lounici 63 43 0 31 May 2012
Oracle Inequalities and Optimal Inference under Group Sparsity Karim Lounici Massimiliano Pontil Alexandre B. Tsybakov Sara van de Geer 133 378 0 11 Jul 2010