Pages that link to "Item:Q5052912"

The following pages link to Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data (Q5052912):

Displaying 10 items.

• Missing values: sparse inverse covariance estimation and an extension to sparse regression (Q80804) (← links)
• High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
• Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data (Q739584) (← links)
• Optimal rates of convergence for sparse covariance matrix estimation (Q741791) (← links)
• Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates (Q2008214) (← links)
• Tight lower bound of sparse covariance matrix estimation in the local differential privacy model (Q2310743) (← links)
• Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031) (← links)
• Spectral analysis of high-dimensional sample covariance matrices with missing observations (Q2405114) (← links)
• Estimation of the covariance matrix with two-step monotone missing data (Q2811403) (← links)
• Minimax estimation of large covariance matrices under \(\ell_1\)-norm (Q3145535) (← links)