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Precision Matrix Estimation with Noisy and Missing Data

Precision Matrix Estimation with Noisy and Missing Data

Roger Fan
B. Jang
Yuekai Sun
Shuheng Zhou
ArXiv (abs)PDFHTML

Papers citing "Precision Matrix Estimation with Noisy and Missing Data"

6 / 6 papers shown
Title
Errors-in-variables models with dependent measurements
Errors-in-variables models with dependent measurements
M. Rudelson
Shuheng Zhou
60
16
0
15 Nov 2016
Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models
Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models
A. Belloni
M. Rosenbaum
Alexandre B. Tsybakov
75
70
0
01 Aug 2014
Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
Po-Ling Loh
Martin J. Wainwright
297
517
0
10 May 2013
Gemini: Graph estimation with matrix variate normal instances
Gemini: Graph estimation with matrix variate normal instances
Shuheng Zhou
96
106
0
23 Sep 2012
Improved Matrix Uncertainty Selector
Improved Matrix Uncertainty Selector
M. Rosenbaum
Alexandre B. Tsybakov
81
65
0
19 Dec 2011
A General Theory of Concave Regularization for High Dimensional Sparse Estimation Problems
A General Theory of Concave Regularization for High Dimensional Sparse Estimation Problems
Cun-Hui Zhang
Tong Zhang
190
341
0
25 Aug 2011

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