Spectral thresholding for the estimation of Markov chain transition operators

24 August 2018

Papers citing "Spectral thresholding for the estimation of Markov chain transition operators"

27 / 27 papers shown

Title
Learning Markov models via low-rank optimization Ziwei Zhu Xudong Li Mengdi Wang Anru R. Zhang 43 17 0 28 Jun 2019
Learning low-dimensional state embeddings and metastable clusters from time series data Yifan Sun Yaqi Duan Hao Gong Mengdi Wang AI4TS 33 19 0 01 Jun 2019
Adaptive Low-Nonnegative-Rank Approximation for State Aggregation of Markov Chains Yaqi Duan Mengdi Wang Zaiwen Wen Ya-Xiang Yuan 24 7 0 14 Oct 2018
Convergence rates for Penalised Least Squares Estimators in PDE-constrained regression problems Richard Nickl Sara van de Geer Sven Wang 34 60 0 24 Sep 2018
Bernstein's inequalities for general Markov chains Bai Jiang Qiang Sun Jianqing Fan 28 45 0 28 May 2018
Estimation of Markov Chain via Rank-Constrained Likelihood Xudong Li Mengdi Wang Anru R. Zhang 54 18 0 03 Apr 2018
Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data Kweku Abraham 46 21 0 15 Feb 2018
Spectral State Compression of Markov Processes Anru R. Zhang Mengdi Wang 60 49 0 08 Feb 2018
Bernstein - von Mises theorems for statistical inverse problems I: Schrödinger equation Richard Nickl 67 76 0 06 Jul 2017
Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions Richard Nickl Jakob Sohl 52 76 0 19 Oct 2015
Optimal Estimation of Low Rank Density Matrices V. Koltchinskii Dong Xia 51 41 0 17 Jul 2015
Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation J. van Waaij Harry Van Zanten 64 37 0 01 Jun 2015
Minimal penalty for Goldenshluger-Lepski method C. Lacour P. Massart 66 37 0 03 Mar 2015
Spectral estimation for diffusions with random sampling times Jakub Chorowski Mathias Trabs 57 11 0 02 Mar 2015
An iterative hard thresholding estimator for low rank matrix recovery with explicit limiting distribution Alexandra Carpentier Arlene K. H. Kim 56 15 0 16 Feb 2015
Asymptotics and Concentration Bounds for Bilinear Forms of Spectral Projectors of Sample Covariance V. Koltchinskii Karim Lounici 110 90 0 20 Aug 2014
Anti-concentration and honest, adaptive confidence bands Victor Chernozhukov Denis Chetverikov Kengo Kato 168 174 0 28 Mar 2013
Sparse PCA: Optimal rates and adaptive estimation Tommaso Cai Zongming Ma Yihong Wu 139 327 0 06 Nov 2012
Minimax sparse principal subspace estimation in high dimensions Vincent Q. Vu Jing Lei 122 195 0 02 Nov 2012
Estimation of the transition density of a Markov chain M. Sart 51 25 0 18 Oct 2012
Noisy low-rank matrix completion with general sampling distribution Olga Klopp 96 205 0 01 Mar 2012
High-dimensional covariance matrix estimation with missing observations Karim Lounici 155 183 0 12 Jan 2012
Rank penalized estimators for high-dimensional matrices Olga Klopp 82 50 0 07 Apr 2011
Noisy matrix decomposition via convex relaxation: Optimal rates in high dimensions Alekh Agarwal S. Negahban Martin J. Wainwright 215 433 0 23 Feb 2011
Nuclear norm penalization and optimal rates for noisy low rank matrix completion V. Koltchinskii Alexandre B. Tsybakov Karim Lounici 199 662 0 29 Nov 2010
Restricted strong convexity and weighted matrix completion: Optimal bounds with noise S. Negahban Martin J. Wainwright 188 521 0 10 Sep 2010
Optimal selection of reduced rank estimators of high-dimensional matrices F. Bunea Yiyuan She M. Wegkamp 214 241 0 18 Apr 2010