Minimax bounds for sparse PCA with noisy high-dimensional data

Type: Article

Publication Date: 2013-06-01

Citations: 186

DOI: https://doi.org/10.1214/12-aos1014

Locations

  • The Annals of Statistics - View
  • PubMed Central - View
  • arXiv (Cornell University) - View - PDF
  • CiteSeer X (The Pennsylvania State University) - View - PDF
  • Project Euclid (Cornell University) - View - PDF
  • Europe PMC (PubMed Central) - View - PDF
  • PubMed - View

Similar Works

Action Title Year Authors
+ Minimax bounds for sparse PCA with noisy high-dimensional data 2012 Aharon Birnbaum
Iain M. Johnstone
Boaz Nadler
Debashis Paul
+ Minimax bounds for sparse PCA with noisy high-dimensional data 2012 Aharon Birnbaum
Iain M. Johnstone
Boaz Nadler
Debashis Paul
+ Augmented sparse principal component analysis for high dimensional data 2012 Debashis Paul
Iain M. Johnstone
+ Augmented sparse principal component analysis for high dimensional data 2012 Debashis Paul
Iain M. Johnstone
+ Minimax Rates of Estimation for Sparse PCA in High Dimensions 2012 Vincent Q. Vu
Jing Lei
+ Minimax Rates of Estimation for Sparse PCA in High Dimensions 2012 Vincent Q. Vu
Jing Lei
+ Minimax sparse principal subspace estimation in high dimensions 2013 Vincent Q. Vu
Jing Lei
+ De-biased sparse PCA: Inference and testing for eigenstructure of large covariance matrices 2018 Jana Janková
Sara van de Geer
+ PDF Chat Subspace perspective on canonical correlation analysis: Dimension reduction and minimax rates 2019 Zhuang Ma
Xiaodong Li
+ PDF Chat Efficient estimation of linear functionals of principal components 2020 Vladimir Koltchinskii
Matthias Löffler
Richard Nickl
+ Statistical and computational trade-offs in estimation of sparse principal components 2016 Tengyao Wang
Quentin Berthet
Richard J. Samworth
+ Efficient Estimation of Linear Functionals of Principal Components 2017 Vladimir Koltchinskii
Matthias Löffler
Richard Nickl
+ Efficient Estimation of Linear Functionals of Principal Components 2017 Vladimir Koltchinskii
Matthias Löffler
Richard Nickl
+ Recent results on sparse principle component analysis 2013 Tommaso Cai
Zongming Ma
Yihong Wu
+ Minimax estimation in sparse canonical correlation analysis 2015 Chao Gao
Zongming Ma
Zhao Ren
Harrison H. Zhou
+ Sparse PCA: Optimal rates and adaptive estimation 2013 Tommaso Cai
Zongming Ma
Yihong Wu
+ Spectrum Estimation: A Unified Framework for Covariance Matrix Estimation and PCA in Large Dimensions 2014 Olivier Ledoit
Michael Wolf
+ Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions 2013 Olivier Ledoit
Michael Wolf
+ Spectrum Estimation: A Unified Framework for Covariance Matrix Estimation and PCA in Large Dimensions 2014 Olivier Ledoit
Michael Wolf
+ PDF Chat Spectrum Estimation: A Unified Framework for Covariance Matrix Estimation and PCA in Large Dimensions 2013 Olivier Ledoit
Michael Wolf