Fetching the paper…
Reading the bibliography…
In this paper, we study the problem of high-dimensional approximately low-rank covariance matrix estimation with missing observations.
Characterization of the subdifferential of some matrix norms
G. A. Watson · 1992
Earlier work this paper cites.
On the distribution of the largest eigenvalue in principal components analysis
I.M. Johnstone · 2001
Earlier work this paper cites.
Analysis of incomplete climate data: estimation of mean values and covariance matrices and imputation of missing values
T. Schneider · 2001
Earlier work this paper cites.
Strong converse for identification via quantum channels
R. Ahlswede and A. Winter · 2002
Earlier work this paper cites.
Introduction to nonparametric estimation
A.B. Tsybakov · 2004
Earlier work this paper cites.
Sparse nonnegative solution of underdetermined linear equations by linear programming
D.L. Donoho and J. Tanner · 2005
Earlier work this paper cites.
High-dimensional graphs and variable selection with the lasso
N. Meinshausen and P. Bühlmann · 2006
Earlier work this paper cites.
The Dantzig selector: statistical estimation when
E. Candès and T. Tao · 2007
Earlier work this paper cites.
Model selection and estimation in the Gaussian graphical model
M. Yuan and Y. Lin · 2007
Earlier work this paper cites.
Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
O. Banerjee, L. El Ghaoui, and A. d’Aspremont · 2008
Earlier work this paper cites.
Covariance regularization by thresholding
P.J. Bickel and E. Levina · 2008
Earlier work this paper cites.
Operator norm consistent estimation of large-dimensional sparse covariance matrices
N. El Karoui · 2008
Earlier work this paper cites.
Spectrum estimation for large dimensional covariance matrices using random matrix theory
N. El Karoui · 2008
Earlier work this paper cites.
Sparse inverse covariance estimation with the graphical lasso
Hastie T. Friedman, J. and R. Tibshirani · 2008
Cited alongside, same era.
Oracle inequalities in empirical risk minimization and sparse recovery problems
V. Koltchinskii · 2008
Cited alongside, same era.
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
K. Lounici · 2008
Cited alongside, same era.
Sparse permutation invariant covariance estimation
A. J. Rothman, P.J. Bickel, E. Levina, and J. Zhu · 2008
Cited alongside, same era.
Simultaneous analysis of lasso and Dantzig selector
P.J. Bickel, Y. Ritov, and A.B. Tsybakov · 2009
Cited alongside, same era.
Exact matrix completion via convex optimization
E.J. Candès and B. Recht · 2009
Cited alongside, same era.
Matrix completion from noisy entries
R.H. Keshavan, A. Montanari, and S. Oh · 2010
Later among the works it cites.
von neumann entropy penalization and low rank matrix approximation
V. Koltchinskii · 2010
Later among the works it cites.
Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
B. Recht, M. Fazel, and P.A. Parrilo · 2010
Later among the works it cites.
User-friendly tail bounds for sums of random matrices
J. A. Tropp · 2010
Later among the works it cites.
Optimal selection of reduced rank estimators of high-dimensional matrices
F. Bunea, Y. She, and M.H. Wegkamp · 2011
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Recovering low-rank matrices from few coefficients in any basis
D. Gross · 2009
Cited alongside, same era.
The Dantzig selector and sparsity oracle inequalities
V. Koltchinskii · 2009
Cited alongside, same era.
Generalized thresholding of large covariance matrices
A.J. Rothman, E. Levina, and J. Zhu · 2009
Cited alongside, same era.
Optimal rates of convergence for covariance matrix estimation
T. Cai, C.H. Zhang, and H. Zhou · 2010
Cited alongside, same era.
Matrix completion with noise
E. J. Candès and Y. Plan · 2010
Cited alongside, same era.
The power of convex relaxation: near-optimal matrix completion
E.J. Candès and T. Tao · 2010
Cited alongside, same era.
T. Cai and W. Liu · 2011
Later among the works it cites.
A constrained l1 minimization approach to sparse precision matrix estimation
T. Cai, W. Liu, and X. Luo · 2011
Later among the works it cites.
Rank penalized estimators for high-dimensional matrices
O. Klopp · 2011
Later among the works it cites.
Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
V. Koltchinskii, K. Lounici, and A.B. Tsybakov · 2011
Later among the works it cites.
High-dimensional covariance estimation by minimizing
P. Ravikumar, M. J. Wainwright, G. Raskutti, and B. Yu · 2011
Later among the works it cites.
Estimation of high-dimensional low-rank matrices
A. Rohde and A.B. Tsybakov · 2011
Later among the works it cites.
Introduction to the non-asymptotic analysis of random matrices
R. Vershynin · 2011
Later among the works it cites.