Sparse constrained projection approximation subspace tracking

DOI10.1007/978-3-031-30114-8_9arXiv1810.09298OpenAlexW2896224290MaRDI QIDQ6119054

Ekaterina Krymova, Denis Belomestny

Publication date: 22 March 2024

Published in: Foundations of Modern Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.09298

zbMATH Keywords

subspace trackingsparse eigenvectorsmultidimensional signalspike modelorthogonal iterations

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Sparse principal component analysis and iterative thresholding
• Minimax bounds for sparse PCA with noisy high-dimensional data
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• Asymptotic convergence analysis of the projection approximation subspace tracking algorithms
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Fast and Stable Subspace Tracking
• Fast STAP Method Based on PAST with Sparse Constraint for Airborne Phased Array Radar
• Fast approximated power iteration subspace tracking
• Chi-square oracle inequalities
• The Rotation of Eigenvectors by a Perturbation. III

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