Sparse PCA via Covariance Thresholding

20 November 2013

Papers citing "Sparse PCA via Covariance Thresholding"

19 / 19 papers shown

Title
Sharp Analysis of Power Iteration for Tensor PCA Yuchen Wu Kangjie Zhou 97 0 0 02 Jan 2024
Subexponential-Time Algorithms for Sparse PCA Yunzi Ding Dmitriy Kunisky Alexander S. Wein Afonso S. Bandeira 64 58 0 26 Jul 2019
Sum-of-Squares Lower Bounds for Sparse PCA Tengyu Ma A. Wigderson 32 74 0 23 Jul 2015
The Spectral Norm of Random Inner-Product Kernel Matrices Z. Fan Andrea Montanari 61 47 0 19 Jul 2015
Statistical and computational trade-offs in estimation of sparse principal components Tengyao Wang Quentin Berthet R. Samworth 81 136 0 22 Aug 2014
Computational barriers in minimax submatrix detection Zongming Ma Yihong Wu 140 149 0 23 Sep 2013
Do semidefinite relaxations solve sparse PCA up to the information limit? Robert Krauthgamer B. Nadler Dan Vilenchik 54 88 0 16 Jun 2013
Computational Lower Bounds for Sparse PCA Quentin Berthet Philippe Rigollet 61 93 0 03 Apr 2013
Optimal rates of convergence for sparse covariance matrix estimation T. Cai Harrison H. Zhou 125 246 0 13 Feb 2013
Sparse PCA: Optimal rates and adaptive estimation Tommaso Cai Zongming Ma Yihong Wu 83 326 0 06 Nov 2012
Minimax Rates of Estimation for Sparse PCA in High Dimensions Vincent Q. Vu Jing Lei 85 142 0 03 Feb 2012
On information plus noise kernel random matrices N. Karoui 50 65 0 11 Nov 2010
Optimal rates of convergence for covariance matrix estimation Tommaso Cai Cun-Hui Zhang Harrison H. Zhou 95 474 0 19 Oct 2010
The spectrum of kernel random matrices N. Karoui 120 223 0 04 Jan 2010
Sparse Principal Components Analysis Iain M. Johnstone A. Lu 87 212 0 28 Jan 2009
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 132 397 0 21 Jan 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 147 1,270 0 20 Jan 2009
High-dimensional analysis of semidefinite relaxations for sparse principal components Arash A. Amini Martin J. Wainwright 97 312 0 27 Mar 2008
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 89 1,384 0 13 Mar 2008