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A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust Low-Rank Matrix Recovery

28 March 2016

Papers citing "A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust Low-Rank Matrix Recovery"

34 / 34 papers shown

Title
ISLET: Fast and Optimal Low-rank Tensor Regression via Importance Sketching Anru R. Zhang Yuetian Luo Garvesh Raskutti M. Yuan 184 44 0 09 Nov 2019
Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization Yuxin Chen Yuejie Chi Jianqing Fan Cong Ma Yuling Yan 56 128 0 20 Feb 2019
Adaptive Huber Regression Qiang Sun Wen-Xin Zhou Jianqing Fan 162 281 0 21 Jun 2017
Max-Norm Optimization for Robust Matrix Recovery Ethan X. Fang Han Liu Kim-Chuan Toh Wen-Xin Zhou 45 34 0 24 Sep 2016
On the prediction loss of the lasso in the partially labeled setting Pierre C. Bellec A. Dalalyan Edwin Grappin Q. Paris 58 31 0 20 Jun 2016
Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries Stanislav Minsker 72 103 0 23 May 2016
Robust Estimators in High Dimensions without the Computational Intractability Ilias Diakonikolas Gautam Kamath D. Kane Jingkai Li Ankur Moitra Alistair Stewart 73 513 0 21 Apr 2016
An Introduction to Matrix Concentration Inequalities J. Tropp 170 1,155 0 07 Jan 2015
Statistical consistency and asymptotic normality for high-dimensional robust M-estimators Po-Ling Loh 103 195 0 01 Jan 2015
Robust Estimation of High-Dimensional Mean Regression Jianqing Fan Quefeng Li Yuyan Wang 87 30 0 08 Oct 2014
The lower tail of random quadratic forms, with applications to ordinary least squares and restricted eigenvalue properties R. Oliveira 85 101 0 10 Dec 2013
ROP: Matrix recovery via rank-one projections T. Tony Cai Anru R. Zhang 82 149 0 22 Oct 2013
Online and stochastic Douglas-Rachford splitting method for large scale machine learning Ziqiang Shi Rujie Liu 37 4 0 22 Aug 2013
Geometric median and robust estimation in Banach spaces Stanislav Minsker 170 311 0 06 Aug 2013
Loss minimization and parameter estimation with heavy tails Daniel J. Hsu Sivan Sabato 156 188 0 07 Jul 2013
Sparse Representation of a Polytope and Recovery of Sparse Signals and Low-rank Matrices Tommaso Cai Anru R. Zhang 88 302 0 05 Jun 2013
Optimal rates of convergence for sparse covariance matrix estimation T. Cai Harrison H. Zhou 151 246 0 13 Feb 2013
Adaptive robust variable selection Jianqing Fan Yingying Fan Emre Barut 597 200 0 22 May 2012
Large Covariance Estimation by Thresholding Principal Orthogonal Complements Jianqing Fan Yuan Liao Martina Mincheva 139 855 0 30 Dec 2011
Accurate Prediction of Phase Transitions in Compressed Sensing via a Connection to Minimax Denoising D. Donoho Iain M. Johnstone Andrea Montanari 127 180 0 04 Nov 2011
Nuclear norm penalization and optimal rates for noisy low rank matrix completion V. Koltchinskii Alexandre B. Tsybakov Karim Lounici 228 664 0 29 Nov 2010
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers S. Negahban Pradeep Ravikumar Martin J. Wainwright Bin Yu 477 1,379 0 13 Oct 2010
Restricted strong convexity and weighted matrix completion: Optimal bounds with noise S. Negahban Martin J. Wainwright 202 522 0 10 Sep 2010
Challenging the empirical mean and empirical variance: a deviation study O. Catoni 175 466 0 10 Sep 2010
Nearly unbiased variable selection under minimax concave penalty Cun-Hui Zhang 342 3,568 0 25 Feb 2010
Estimation of high-dimensional low-rank matrices Angelika Rohde Alexandre B. Tsybakov 266 382 0 29 Dec 2009
Estimation of (near) low-rank matrices with noise and high-dimensional scaling S. Negahban Martin J. Wainwright 234 571 0 27 Dec 2009
$Minimax rates of estimation for high-dimensional linear regression over $\ell_q$-balls$ Minimax rates of estimation for high-dimensional linear regression over $\ell_q$ -balls Garvesh Raskutti Martin J. Wainwright Bin Yu 220 575 0 11 Oct 2009
Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping Seyoung Kim Eric Xing 122 478 0 08 Sep 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 204 1,275 0 20 Jan 2009
Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models H. Zou Runze Li 303 1,234 0 07 Aug 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 542 2,531 0 07 Jan 2008
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 235 610 0 26 Nov 2007
Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization Benjamin Recht Maryam Fazel P. Parrilo 421 3,772 0 28 Jun 2007