Pages that link to "Item:Q2869798"
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The following pages link to The masked sample covariance estimator: an analysis using matrix concentration inequalities (Q2869798):
Displaying 17 items.
- Approximation of the average of some random matrices (Q785881) (← links)
- Perturbations and projections of Kalman-Bucy semigroups (Q1660302) (← links)
- Laguerre deconvolution with unknown matrix operator (Q1702428) (← links)
- Second-order matrix concentration inequalities (Q1742822) (← links)
- Estimation from nonlinear observations via convex programming with application to bilinear regression (Q2002578) (← links)
- New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (Q2108486) (← links)
- Covariance estimation under one-bit quantization (Q2112828) (← links)
- Nonparametric estimation of the expected discounted penalty function in the compound Poisson model (Q2137791) (← links)
- Robust modifications of U-statistics and applications to covariance estimation problems (Q2278677) (← links)
- Moment inequalities for matrix-valued U-statistics of order 2 (Q2279328) (← links)
- Matrix concentration inequalities via the method of exchangeable pairs (Q2450243) (← links)
- Convex Recovery of a Structured Signal from Independent Random Linear Measurements (Q2799918) (← links)
- The Expected Norm of a Sum of Independent Random Matrices: An Elementary Approach (Q2954044) (← links)
- (Q5214226) (← links)
- Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix (Q5885812) (← links)
- The Masked Sample Covariance Estimator: An Analysis via Matrix Concentration Inequalities (Q6227618) (← links)
