Pages that link to "Item:Q385763"

The following pages link to Optimal detection of sparse principal components in high dimension (Q385763):

Displaying 46 items.

• Detecting positive correlations in a multivariate sample (Q2345119) (← links)
• Computational barriers in minimax submatrix detection (Q2352736) (← links)
• Do semidefinite relaxations solve sparse PCA up to the information limit? (Q2352742) (← links)
• High-dimensional change-point estimation: combining filtering with convex optimization (Q2397167) (← links)
• Sharp detection in PCA under correlations: all eigenvalues matter (Q2403438) (← links)
• Large covariance estimation through elliptical factor models (Q2413594) (← links)
• Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
• Signal detection in high dimension: the multispiked case (Q2448730) (← links)
• Community detection in dense random networks (Q2510823) (← links)
• On the optimality of sliced inverse regression in high dimensions (Q2656585) (← links)
• Sharp detection boundaries on testing dense subhypergraph (Q2676927) (← links)
• Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
• Estimation of Wasserstein distances in the spiked transport model (Q2676937) (← links)
• Detecting approximate replicate components of a high-dimensional random vector with latent structure (Q2692538) (← links)
• Optimal Detection of Sparse Mixtures Against a Given Null Distribution (Q2986442) (← links)
• Community Detection and Stochastic Block Models (Q4558502) (← links)
• An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation (Q4558538) (← links)
• ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (Q4690955) (← links)
• Sequential subspace change point detection (Q4965650) (← links)
• Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data (Q4975350) (← links)
• Improper learning by refuting (Q4993325) (← links)
• (Q5054600) (← links)
• Gaussian determinantal processes: A new model for directionality in data (Q5073075) (← links)
• Using ℓ1-Relaxation and Integer Programming to Obtain Dual Bounds for Sparse PCA (Q5095184) (← links)
• Finding a planted clique by adaptive probing (Q5126325) (← links)
• Proximal Distance Algorithms: Theory and Examples (Q5381120) (← links)
• Wald Statistics in high-dimensional PCA (Q5881043) (← links)
• Exploring dimension learning via a penalized probabilistic principal component analysis (Q5887975) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Solving sparse principal component analysis with global support (Q6038649) (← links)
• Free Energy Wells and Overlap Gap Property in Sparse PCA (Q6074556) (← links)
• A wonderful triangle in compressed sensing (Q6122304) (← links)
• Overparameterized maximum likelihood tests for detection of sparse vectors (Q6137612) (← links)
• Sparse principal component analysis for high‐dimensional stationary time series (Q6140347) (← links)
• Optimal multiple change-point detection for high-dimensional data (Q6158217) (← links)
• Public-key encryption from homogeneous CLWE (Q6169421) (← links)
• Inference for low-rank models (Q6177325) (← links)
• On lower bounds for the bias-variance trade-off (Q6183747) (← links)
• Subexponential-time algorithms for sparse PCA (Q6566150) (← links)
• Cryptography from planted graphs: security with logarithmic-size messages (Q6581792) (← links)
• High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure (Q6620835) (← links)
• A Synthetic Regression Model for Large Portfolio Allocation (Q6620982) (← links)
• Fundamental limits of low-rank matrix estimation with diverging aspect ratios (Q6621532) (← links)
• \(k\)-SUM in the sparse regime: complexity and applications (Q6648210) (← links)
• Computational and statistical thresholds in multi-layer stochastic block models (Q6656627) (← links)
• Large sample correlation matrices with unbounded spectrum (Q6656667) (← links)