Robust low-rank matrix estimation

DOI10.1214/17-AOS1666zbMath1412.62068arXiv1603.09071MaRDI QIDQ1990590

Andreas Elsener, Sara van de Geer

Publication date: 25 October 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.09071

zbMATH Keywords

robustnessmatrix completionsparsityoracle inequalitynuclear normempirical risk minimization

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Robustness and adaptive procedures (parametric inference) (62F35)

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Uses Software

• CVX

Cites Work

• Unnamed Item
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