Choi, Jungjun; Kwon, Hyukjun; Liao, Yuan Inference for low-rank completion without sample splitting with application to treatment effect estimation. (English) Zbl 07822316 J. Econom. 240, No. 1, Article ID 105682, 23 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Choi} et al., J. Econom. 240, No. 1, Article ID 105682, 23 p. (2024; Zbl 07822316) Full Text: DOI arXiv
Liu, Bingyuan; Zhang, Qi; Xue, Lingzhou; Song, Peter X.-K.; Kang, Jian Robust high-dimensional regression with coefficient thresholding and its application to imaging data analysis. (English) Zbl 07820415 J. Am. Stat. Assoc. 119, No. 545, 715-729 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{B. Liu} et al., J. Am. Stat. Assoc. 119, No. 545, 715--729 (2024; Zbl 07820415) Full Text: DOI arXiv
Park, Seyoung; Lee, Eun Ryung; Zhao, Hongyu Low-rank regression models for multiple binary responses and their applications to cancer cell-line encyclopedia data. (English) Zbl 07820376 J. Am. Stat. Assoc. 119, No. 545, 202-216 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Park} et al., J. Am. Stat. Assoc. 119, No. 545, 202--216 (2024; Zbl 07820376) Full Text: DOI
Lu, Jiashen; Chen, Kehui A zero-imputation approach in recommendation systems with data missing heterogeneously. (English) Zbl 07796636 Stat. Sin. 34, No. 1, 421-438 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Lu} and \textit{K. Chen}, Stat. Sin. 34, No. 1, 421--438 (2024; Zbl 07796636) Full Text: DOI
Li, Xin; Wu, Dongya Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression. (English) Zbl 07795429 J. Glob. Optim. 88, No. 1, 79-114 (2024). MSC: 90C26 62H12 65F55 PDFBibTeX XMLCite \textit{X. Li} and \textit{D. Wu}, J. Glob. Optim. 88, No. 1, 79--114 (2024; Zbl 07795429) Full Text: DOI
Yuchi, Henry Shaowu; Mak, Simon; Xie, Yao Bayesian uncertainty quantification for low-rank matrix completion. (English) Zbl 07810189 Bayesian Anal. 18, No. 2, 491-518 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{H. S. Yuchi} et al., Bayesian Anal. 18, No. 2, 491--518 (2023; Zbl 07810189) Full Text: DOI arXiv Link
Metulini, Rodolfo; Gnecco, Giorgio; Biancalani, Francesco; Riccaboni, Massimo Hierarchical clustering and matrix completion for the reconstruction of world input-output tables. (English) Zbl 07765571 AStA, Adv. Stat. Anal. 107, No. 3, 575-620 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{R. Metulini} et al., AStA, Adv. Stat. Anal. 107, No. 3, 575--620 (2023; Zbl 07765571) Full Text: DOI arXiv OA License
Lu, Wenqi; Zhu, Zhongyi; Lian, Heng Sparse and low-rank matrix quantile estimation with application to quadratic regression. (English) Zbl 07763183 Stat. Sin. 33, No. 2, 945-959 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Lu} et al., Stat. Sin. 33, No. 2, 945--959 (2023; Zbl 07763183) Full Text: DOI
Mai, The Tien Simulation comparisons between Bayesian and de-biased estimators in low-rank matrix completion. (English) Zbl 07742944 Metron 81, No. 2, 193-214 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{T. T. Mai}, Metron 81, No. 2, 193--214 (2023; Zbl 07742944) Full Text: DOI arXiv
Jing, Naimin; Fang, Ethan X.; Tang, Cheng Yong Robust matrix estimations meet Frank-Wolfe algorithm. (English) Zbl 07730690 Mach. Learn. 112, No. 7, 2723-2760 (2023). MSC: 68T05 PDFBibTeX XMLCite \textit{N. Jing} et al., Mach. Learn. 112, No. 7, 2723--2760 (2023; Zbl 07730690) Full Text: DOI
Mao, Xiaojun; Wang, Zhonglei; Yang, Shu Matrix completion under complex survey sampling. (English) Zbl 07686005 Ann. Inst. Stat. Math. 75, No. 3, 463-492 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Mao} et al., Ann. Inst. Stat. Math. 75, No. 3, 463--492 (2023; Zbl 07686005) Full Text: DOI
Xiong, Ruoxuan; Pelger, Markus Large dimensional latent factor modeling with missing observations and applications to causal inference. (English) Zbl 07659421 J. Econom. 233, No. 1, 271-301 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{R. Xiong} and \textit{M. Pelger}, J. Econom. 233, No. 1, 271--301 (2023; Zbl 07659421) Full Text: DOI arXiv
Lee, Hung Yi; Hernandez, Charles; Liu, Hongcheng Regularized sample average approximation for high-dimensional stochastic optimization under low-rankness. (English) Zbl 1512.90151 J. Glob. Optim. 85, No. 2, 257-282 (2023). MSC: 90C15 90C59 PDFBibTeX XMLCite \textit{H. Y. Lee} et al., J. Glob. Optim. 85, No. 2, 257--282 (2023; Zbl 1512.90151) Full Text: DOI arXiv
Chen, Junren; Ng, Michael K. Color image inpainting via robust pure quaternion matrix completion: error bound and weighted loss. (English) Zbl 1496.94007 SIAM J. Imaging Sci. 15, No. 3, 1469-1498 (2022). MSC: 94A08 65F99 15A83 15B33 PDFBibTeX XMLCite \textit{J. Chen} and \textit{M. K. Ng}, SIAM J. Imaging Sci. 15, No. 3, 1469--1498 (2022; Zbl 1496.94007) Full Text: DOI arXiv
Li, Kangqiang; Tang, Songqiao; Zhang, Lixin Robust parameter estimation of regression models under weakened moment assumptions. (English) Zbl 07595510 Stat. Probab. Lett. 191, Article ID 109678, 7 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{K. Li} et al., Stat. Probab. Lett. 191, Article ID 109678, 7 p. (2022; Zbl 07595510) Full Text: DOI arXiv
Cui, Ying; Ding, Chao; Li, Xu-Dong; Zhao, Xin-Yuan Augmented Lagrangian methods for convex matrix optimization problems. (English) Zbl 1513.65177 J. Oper. Res. Soc. China 10, No. 2, 305-342 (2022). MSC: 65K05 90C25 90C31 PDFBibTeX XMLCite \textit{Y. Cui} et al., J. Oper. Res. Soc. China 10, No. 2, 305--342 (2022; Zbl 1513.65177) Full Text: DOI
Tao, Ting; Qian, Yitian; Pan, Shaohua Column \(\ell_{2,0}\)-norm regularized factorization model of low-rank matrix recovery and its computation. (English) Zbl 1505.65186 SIAM J. Optim. 32, No. 2, 959-988 (2022). MSC: 65F55 90C26 PDFBibTeX XMLCite \textit{T. Tao} et al., SIAM J. Optim. 32, No. 2, 959--988 (2022; Zbl 1505.65186) Full Text: DOI arXiv
Alquier, Pierre; Marie, Nicolas; Rosier, Amélie Tight risk bound for high dimensional time series completion. (English) Zbl 1493.62545 Electron. J. Stat. 16, No. 1, 3001-3035 (2022). MSC: 62M20 62H12 37A25 62H25 62M10 60B20 PDFBibTeX XMLCite \textit{P. Alquier} et al., Electron. J. Stat. 16, No. 1, 3001--3035 (2022; Zbl 1493.62545) Full Text: DOI arXiv Link
Athey, Susan; Bayati, Mohsen; Doudchenko, Nikolay; Imbens, Guido; Khosravi, Khashayar Matrix completion methods for causal panel data models. (English) Zbl 1506.15030 J. Am. Stat. Assoc. 116, No. 536, 1716-1730 (2021). MSC: 15A83 PDFBibTeX XMLCite \textit{S. Athey} et al., J. Am. Stat. Assoc. 116, No. 536, 1716--1730 (2021; Zbl 1506.15030) Full Text: DOI arXiv
Mao, Xiaojun; Wong, Raymond K. W.; Chen, Song Xi Matrix completion under low-rank missing mechanism. (English) Zbl 1524.62260 Stat. Sin. 31, No. 4, 2005-2030 (2021). MSC: 62H12 15A83 60B20 62F12 90C25 PDFBibTeX XMLCite \textit{X. Mao} et al., Stat. Sin. 31, No. 4, 2005--2030 (2021; Zbl 1524.62260) Full Text: DOI arXiv
Löffler, Matthias; Picard, Antoine Spectral thresholding for the estimation of Markov chain transition operators. (English) Zbl 1493.62172 Electron. J. Stat. 15, No. 2, 6281-6310 (2021). MSC: 62G05 62C20 PDFBibTeX XMLCite \textit{M. Löffler} and \textit{A. Picard}, Electron. J. Stat. 15, No. 2, 6281--6310 (2021; Zbl 1493.62172) Full Text: DOI arXiv Link
Chen, Yuxin; Fan, Jianqing; Ma, Cong; Yan, Yuling Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data. (English) Zbl 1486.62181 Ann. Stat. 49, No. 5, 2948-2971 (2021). MSC: 62H25 62H12 90C25 90C26 94A12 PDFBibTeX XMLCite \textit{Y. Chen} et al., Ann. Stat. 49, No. 5, 2948--2971 (2021; Zbl 1486.62181) Full Text: DOI arXiv Link
Tao, Ting; Pan, Shaohua; Bi, Shujun Error bound of critical points and KL property of exponent 1/2 for squared F-norm regularized factorization. (English) Zbl 1490.90283 J. Glob. Optim. 81, No. 4, 991-1017 (2021). Reviewer: Samir Kumar Neogy (New Delhi) MSC: 90C30 PDFBibTeX XMLCite \textit{T. Tao} et al., J. Glob. Optim. 81, No. 4, 991--1017 (2021; Zbl 1490.90283) Full Text: DOI arXiv
Gaucher, Solenne; Klopp, Olga; Robin, Geneviève Outlier detection in networks with missing links. (English) Zbl 07422874 Comput. Stat. Data Anal. 164, Article ID 107308, 35 p. (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Gaucher} et al., Comput. Stat. Data Anal. 164, Article ID 107308, 35 p. (2021; Zbl 07422874) Full Text: DOI arXiv
Fan, Jianqing; Wang, Weichen; Zhu, Ziwei A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery. (English) Zbl 1479.62034 Ann. Stat. 49, No. 3, 1239-1266 (2021). Reviewer: Joseph Melamed (Los Angeles) MSC: 62H12 62J07 62G35 62G20 94A12 PDFBibTeX XMLCite \textit{J. Fan} et al., Ann. Stat. 49, No. 3, 1239--1266 (2021; Zbl 1479.62034) Full Text: DOI arXiv
Zhang, Qian; Zhao, Xinyuan; Ding, Chao Matrix optimization based Euclidean embedding with outliers. (English) Zbl 1472.62041 Comput. Optim. Appl. 79, No. 2, 235-271 (2021). MSC: 62F30 62H12 62-08 PDFBibTeX XMLCite \textit{Q. Zhang} et al., Comput. Optim. Appl. 79, No. 2, 235--271 (2021; Zbl 1472.62041) Full Text: DOI arXiv
Jin, Sainan; Miao, Ke; Su, Liangjun On factor models with random missing: EM estimation, inference, and cross validation. (English) Zbl 1471.62532 J. Econom. 222, No. 1, Part C, 745-777 (2021). MSC: 62P20 62H25 62M10 62H12 PDFBibTeX XMLCite \textit{S. Jin} et al., J. Econom. 222, No. 1, Part C, 745--777 (2021; Zbl 1471.62532) Full Text: DOI Link
Chen, Liang; Li, Xudong; Sun, Defeng; Toh, Kim-Chuan On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming. (English) Zbl 1458.90509 Math. Program. 185, No. 1-2 (A), 111-161 (2021). MSC: 90C25 65K05 90C06 49M27 90C20 PDFBibTeX XMLCite \textit{L. Chen} et al., Math. Program. 185, No. 1--2 (A), 111--161 (2021; Zbl 1458.90509) Full Text: DOI arXiv
Zhang, Chelsea; Taylor, Sean J.; Cobb, Curtiss; Sekhon, Jasjeet Active matrix factorization for surveys. (English) Zbl 1470.62183 Ann. Appl. Stat. 14, No. 3, 1182-1206 (2020). MSC: 62P25 62D10 62K05 68T05 15A23 PDFBibTeX XMLCite \textit{C. Zhang} et al., Ann. Appl. Stat. 14, No. 3, 1182--1206 (2020; Zbl 1470.62183) Full Text: DOI arXiv Euclid
Mao, Cheng; Pananjady, Ashwin; Wainwright, Martin J. Towards optimal estimation of bivariate isotonic matrices with unknown permutations. (English) Zbl 1490.62129 Ann. Stat. 48, No. 6, 3183-3205 (2020). MSC: 62H12 62J15 62F07 62-08 PDFBibTeX XMLCite \textit{C. Mao} et al., Ann. Stat. 48, No. 6, 3183--3205 (2020; Zbl 1490.62129) Full Text: DOI arXiv Euclid
Bertsimas, Dimitris; Li, Michael Lingzhi Fast exact matrix completion: a unified optimization framework for matrix completion. (English) Zbl 07306912 J. Mach. Learn. Res. 21, Paper No. 231, 43 p. (2020). MSC: 62L20 15A83 68T20 PDFBibTeX XMLCite \textit{D. Bertsimas} and \textit{M. L. Li}, J. Mach. Learn. Res. 21, Paper No. 231, 43 p. (2020; Zbl 07306912) Full Text: arXiv Link
Bi, Shujun; Pan, Shaohua; Sun, Defeng A multi-stage convex relaxation approach to noisy structured low-rank matrix recovery. (English) Zbl 1452.90258 Math. Program. Comput. 12, No. 4, 569-602 (2020). MSC: 90C27 90C33 49M20 PDFBibTeX XMLCite \textit{S. Bi} et al., Math. Program. Comput. 12, No. 4, 569--602 (2020; Zbl 1452.90258) Full Text: DOI arXiv
Chen, Yuxin; Chi, Yuejie; Fan, Jianqing; Ma, Cong; Yan, Yuling Noisy matrix completion: understanding statistical guarantees for convex relaxation via nonconvex optimization. (English) Zbl 1477.90060 SIAM J. Optim. 30, No. 4, 3098-3121 (2020). Reviewer: Sorin-Mihai Grad (Paris) MSC: 90C25 90C26 PDFBibTeX XMLCite \textit{Y. Chen} et al., SIAM J. Optim. 30, No. 4, 3098--3121 (2020; Zbl 1477.90060) Full Text: DOI arXiv
Ha, Wooseok; Liu, Haoyang; Barber, Rina Foygel An equivalence between critical points for rank constraints versus low-rank factorizations. (English) Zbl 1453.90127 SIAM J. Optim. 30, No. 4, 2927-2955 (2020). MSC: 90C26 PDFBibTeX XMLCite \textit{W. Ha} et al., SIAM J. Optim. 30, No. 4, 2927--2955 (2020; Zbl 1453.90127) Full Text: DOI arXiv
Lin, Jiahe; Michailidis, George Regularized estimation of high-dimensional factor-augmented vector autoregressive (FAVAR) models. (English) Zbl 1510.62366 J. Mach. Learn. Res. 21, Paper No. 117, 51 p. (2020). MSC: 62M10 62H12 62P05 68W40 65K05 90C26 PDFBibTeX XMLCite \textit{J. Lin} and \textit{G. Michailidis}, J. Mach. Learn. Res. 21, Paper No. 117, 51 p. (2020; Zbl 1510.62366) Full Text: arXiv Link
Wong, Kam Chung; Li, Zifan; Tewari, Ambuj Lasso guarantees for \(\beta \)-mixing heavy-tailed time series. (English) Zbl 1450.62117 Ann. Stat. 48, No. 2, 1124-1142 (2020). MSC: 62M10 62J07 62G32 62N05 PDFBibTeX XMLCite \textit{K. C. Wong} et al., Ann. Stat. 48, No. 2, 1124--1142 (2020; Zbl 1450.62117) Full Text: DOI arXiv Euclid
Mazumder, Rahul; Saldana, Diego; Weng, Haolei Matrix completion with nonconvex regularization: spectral operators and scalable algorithms. (English) Zbl 1448.62135 Stat. Comput. 30, No. 4, 1113-1138 (2020). MSC: 62M15 62H12 62D10 90C25 15A83 PDFBibTeX XMLCite \textit{R. Mazumder} et al., Stat. Comput. 30, No. 4, 1113--1138 (2020; Zbl 1448.62135) Full Text: DOI arXiv
Ma, Cong; Wang, Kaizheng; Chi, Yuejie; Chen, Yuxin Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution. (English) Zbl 1445.90089 Found. Comput. Math. 20, No. 3, 451-632 (2020). MSC: 90C26 PDFBibTeX XMLCite \textit{C. Ma} et al., Found. Comput. Math. 20, No. 3, 451--632 (2020; Zbl 1445.90089) Full Text: DOI arXiv
Li, Huan; Lin, Zhouchen Provable accelerated gradient method for nonconvex low rank optimization. (English) Zbl 1446.90138 Mach. Learn. 109, No. 1, 103-134 (2020). MSC: 90C27 90C26 90C06 PDFBibTeX XMLCite \textit{H. Li} and \textit{Z. Lin}, Mach. Learn. 109, No. 1, 103--134 (2020; Zbl 1446.90138) Full Text: DOI arXiv
Yu, Ming; Gupta, Varun; Kolar, Mladen Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach. (English) Zbl 1434.90161 Electron. J. Stat. 14, No. 1, 413-457 (2020). MSC: 90C26 90C90 PDFBibTeX XMLCite \textit{M. Yu} et al., Electron. J. Stat. 14, No. 1, 413--457 (2020; Zbl 1434.90161) Full Text: DOI arXiv Euclid
Chen, Ji; Li, Xiaodong Model-free nonconvex matrix completion: local minima analysis and applications in memory-efficient kernel PCA. (English) Zbl 1441.62157 J. Mach. Learn. Res. 20, Paper No. 142, 39 p. (2019). MSC: 62H25 62H30 15A24 90C26 PDFBibTeX XMLCite \textit{J. Chen} and \textit{X. Li}, J. Mach. Learn. Res. 20, Paper No. 142, 39 p. (2019; Zbl 1441.62157) Full Text: arXiv Link
Balcan, Maria-Florina; Liang, Yingyu; Song, Zhao; Woodruff, David P.; Zhang, Hongyang Non-convex matrix completion and related problems via strong duality. (English) Zbl 1440.15021 J. Mach. Learn. Res. 20, Paper No. 102, 56 p. (2019). MSC: 15A83 15A23 65F99 62H25 90C26 PDFBibTeX XMLCite \textit{M.-F. Balcan} et al., J. Mach. Learn. Res. 20, Paper No. 102, 56 p. (2019; Zbl 1440.15021) Full Text: Link
Shah, Nihar B.; Balakrishnan, Sivaraman; Wainwright, Martin J. Low permutation-rank matrices: structural properties and noisy completion. (English) Zbl 1434.68451 J. Mach. Learn. Res. 20, Paper No. 101, 43 p. (2019). MSC: 68T05 15A83 62C20 62H12 PDFBibTeX XMLCite \textit{N. B. Shah} et al., J. Mach. Learn. Res. 20, Paper No. 101, 43 p. (2019; Zbl 1434.68451) Full Text: arXiv Link
Zhang, Lijun; Yang, Tianbao; Jin, Rong; Zhou, Zhi-Hua Relative error bound analysis for nuclear norm regularized matrix completion. (English) Zbl 1440.65053 J. Mach. Learn. Res. 20, Paper No. 97, 22 p. (2019). MSC: 65F55 15A83 PDFBibTeX XMLCite \textit{L. Zhang} et al., J. Mach. Learn. Res. 20, Paper No. 97, 22 p. (2019; Zbl 1440.65053) Full Text: Link
Zhou, Fan Nonparametric estimation of low rank matrix valued function. (English) Zbl 1429.62194 Electron. J. Stat. 13, No. 2, 3851-3892 (2019). MSC: 62H12 62G05 62G08 PDFBibTeX XMLCite \textit{F. Zhou}, Electron. J. Stat. 13, No. 2, 3851--3892 (2019; Zbl 1429.62194) Full Text: DOI arXiv Euclid
Klopp, Olga; Lu, Yu; Tsybakov, Alexandre B.; Zhou, Harrison H. Structured matrix estimation and completion. (English) Zbl 1428.62281 Bernoulli 25, No. 4B, 3883-3911 (2019). MSC: 62H12 62H30 62C20 PDFBibTeX XMLCite \textit{O. Klopp} et al., Bernoulli 25, No. 4B, 3883--3911 (2019; Zbl 1428.62281) Full Text: DOI arXiv Euclid
Fan, Jianqing; Gong, Wenyan; Zhu, Ziwei Generalized high-dimensional trace regression via nuclear norm regularization. (English) Zbl 1452.62536 J. Econom. 212, No. 1, 177-202 (2019). MSC: 62J12 62J07 62H12 62P20 PDFBibTeX XMLCite \textit{J. Fan} et al., J. Econom. 212, No. 1, 177--202 (2019; Zbl 1452.62536) Full Text: DOI arXiv
Bai, Jushan; Ng, Serena Rank regularized estimation of approximate factor models. (English) Zbl 1452.62405 J. Econom. 212, No. 1, 78-96 (2019). MSC: 62H25 62P20 PDFBibTeX XMLCite \textit{J. Bai} and \textit{S. Ng}, J. Econom. 212, No. 1, 78--96 (2019; Zbl 1452.62405) Full Text: DOI
Mao, Xiaojun; Chen, Song Xi; Wong, Raymond K. W. Matrix completion with covariate information. (English) Zbl 1478.62122 J. Am. Stat. Assoc. 114, No. 525, 198-210 (2019). MSC: 62H12 PDFBibTeX XMLCite \textit{X. Mao} et al., J. Am. Stat. Assoc. 114, No. 525, 198--210 (2019; Zbl 1478.62122) Full Text: DOI
Khetan, Ashish; Oh, Sewoong Spectrum estimation from a few entries. (English) Zbl 1483.62092 J. Mach. Learn. Res. 20, Paper No. 21, 55 p. (2019). MSC: 62H12 15A83 PDFBibTeX XMLCite \textit{A. Khetan} and \textit{S. Oh}, J. Mach. Learn. Res. 20, Paper No. 21, 55 p. (2019; Zbl 1483.62092) Full Text: arXiv Link
Zhang, Anru Cross: efficient low-rank tensor completion. (English) Zbl 1416.62298 Ann. Stat. 47, No. 2, 936-964 (2019). MSC: 62H12 62C20 62P10 62H35 65F20 15A69 15A83 PDFBibTeX XMLCite \textit{A. Zhang}, Ann. Stat. 47, No. 2, 936--964 (2019; Zbl 1416.62298) Full Text: DOI arXiv Euclid
Park, Dohyung; Kyrillidis, Anastasios; Caramanis, Constantine; Sanghavi, Sujay Finding low-rank solutions via nonconvex matrix factorization, efficiently and provably. (English) Zbl 1419.90065 SIAM J. Imaging Sci. 11, No. 4, 2165-2204 (2018). MSC: 90C06 90C26 65K05 PDFBibTeX XMLCite \textit{D. Park} et al., SIAM J. Imaging Sci. 11, No. 4, 2165--2204 (2018; Zbl 1419.90065) Full Text: DOI arXiv
Chiang, Kai-Yang; Dhillon, Inderjit S.; Hsieh, Cho-Jui Using side information to reliably learn low-rank matrices from missing and corrupted observations. (English) Zbl 1476.68226 J. Mach. Learn. Res. 19, Paper No. 76, 35 p. (2018). MSC: 68T05 62F35 62H12 62H25 PDFBibTeX XMLCite \textit{K.-Y. Chiang} et al., J. Mach. Learn. Res. 19, Paper No. 76, 35 p. (2018; Zbl 1476.68226) Full Text: Link
Liu, Yulan; Bi, Shujun; Pan, Shaohua Equivalent Lipschitz surrogates for zero-norm and rank optimization problems. (English) Zbl 1404.90117 J. Glob. Optim. 72, No. 4, 679-704 (2018). MSC: 90C27 90C33 49M20 PDFBibTeX XMLCite \textit{Y. Liu} et al., J. Glob. Optim. 72, No. 4, 679--704 (2018; Zbl 1404.90117) Full Text: DOI arXiv
Negahban, Sahand; Oh, Sewoong; Thekumparampil, Kiran K.; Xu, Jiaming Learning from comparisons and choices. (English) Zbl 1461.68192 J. Mach. Learn. Res. 19, Paper No. 40, 95 p. (2018). MSC: 68T05 62F07 62K15 PDFBibTeX XMLCite \textit{S. Negahban} et al., J. Mach. Learn. Res. 19, Paper No. 40, 95 p. (2018; Zbl 1461.68192) Full Text: arXiv Link
Elsener, Andreas; van de Geer, Sara Robust low-rank matrix estimation. (English) Zbl 1412.62068 Ann. Stat. 46, No. 6B, 3481-3509 (2018). Reviewer: Wolfgang Näther (Freiberg) MSC: 62H12 62J05 62F30 62F35 PDFBibTeX XMLCite \textit{A. Elsener} and \textit{S. van de Geer}, Ann. Stat. 46, No. 6B, 3481--3509 (2018; Zbl 1412.62068) Full Text: DOI arXiv Euclid
Dalalyan, Arnak S.; Grappin, Edwin; Paris, Quentin On the exponentially weighted aggregate with the Laplace prior. (English) Zbl 1409.62135 Ann. Stat. 46, No. 5, 2452-2478 (2018). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62J05 62H12 62J07 PDFBibTeX XMLCite \textit{A. S. Dalalyan} et al., Ann. Stat. 46, No. 5, 2452--2478 (2018; Zbl 1409.62135) Full Text: DOI arXiv Euclid
Fithian, William; Mazumder, Rahul Flexible low-rank statistical modeling with missing data and side information. (English) Zbl 1397.62180 Stat. Sci. 33, No. 2, 238-260 (2018). MSC: 62H05 62B10 PDFBibTeX XMLCite \textit{W. Fithian} and \textit{R. Mazumder}, Stat. Sci. 33, No. 2, 238--260 (2018; Zbl 1397.62180) Full Text: DOI Euclid
Lecué, Guillaume; Mendelson, Shahar Regularization and the small-ball method. I: Sparse recovery. (English) Zbl 1403.60085 Ann. Stat. 46, No. 2, 611-641 (2018). Reviewer: N. G. Gamkrelidze (Moskva) MSC: 60K35 62G08 PDFBibTeX XMLCite \textit{G. Lecué} and \textit{S. Mendelson}, Ann. Stat. 46, No. 2, 611--641 (2018; Zbl 1403.60085) Full Text: DOI arXiv
Carpentier, Alexandra; Klopp, Olga; Löffler, Matthias; Nickl, Richard Adaptive confidence sets for matrix completion. (English) Zbl 1419.62109 Bernoulli 24, No. 4A, 2429-2460 (2018). MSC: 62G15 62H12 62C20 PDFBibTeX XMLCite \textit{A. Carpentier} et al., Bernoulli 24, No. 4A, 2429--2460 (2018; Zbl 1419.62109) Full Text: DOI arXiv Euclid
Bacry, Emmanuel; Gaïffas, Stéphane; Muzy, Jean-François Concentration inequalities for matrix martingales in continuous time. (English) Zbl 1407.60004 Probab. Theory Relat. Fields 170, No. 1-2, 525-553 (2018). MSC: 60B20 60G44 60H05 60G48 PDFBibTeX XMLCite \textit{E. Bacry} et al., Probab. Theory Relat. Fields 170, No. 1--2, 525--553 (2018; Zbl 1407.60004) Full Text: DOI Link
Fang, Ethan X.; Liu, Han; Toh, Kim-Chuan; Zhou, Wen-Xin Max-norm optimization for robust matrix recovery. (English) Zbl 1414.90265 Math. Program. 167, No. 1 (B), 5-35 (2018). Reviewer: Nicolae Popovici (Cluj-Napoca) MSC: 90C25 90C29 15A60 PDFBibTeX XMLCite \textit{E. X. Fang} et al., Math. Program. 167, No. 1 (B), 5--35 (2018; Zbl 1414.90265) Full Text: DOI arXiv Link
Lecué, Guillaume; Mendelson, Shahar Regularization and the small-ball method. II: Complexity dependent error rates. (English) Zbl 1444.62051 J. Mach. Learn. Res. 18(2017-2018), Paper No. 146, 48 p. (2017). MSC: 62G08 60K35 68T05 PDFBibTeX XMLCite \textit{G. Lecué} and \textit{S. Mendelson}, J. Mach. Learn. Res. 18, Paper No. 146, 48 p. (2017; Zbl 1444.62051) Full Text: arXiv Link
Klopp, Olga; Lounici, Karim; Tsybakov, Alexandre B. Robust matrix completion. (English) Zbl 1383.62167 Probab. Theory Relat. Fields 169, No. 1-2, 523-564 (2017). MSC: 62H12 62G35 PDFBibTeX XMLCite \textit{O. Klopp} et al., Probab. Theory Relat. Fields 169, No. 1--2, 523--564 (2017; Zbl 1383.62167) Full Text: DOI arXiv
Gagliardini, Patrick; Gouriéroux, Christian Double instrumental variable estimation of interaction models with big data. (English) Zbl 1377.62149 J. Econom. 201, No. 2, 176-197 (2017). MSC: 62H25 62P20 PDFBibTeX XMLCite \textit{P. Gagliardini} and \textit{C. Gouriéroux}, J. Econom. 201, No. 2, 176--197 (2017; Zbl 1377.62149) Full Text: DOI
Guhaniyogi, Rajarshi Convergence rate of Bayesian supervised tensor modeling with multiway shrinkage priors. (English) Zbl 1397.62211 J. Multivariate Anal. 160, 157-168 (2017). MSC: 62H25 62F15 62J07 PDFBibTeX XMLCite \textit{R. Guhaniyogi}, J. Multivariate Anal. 160, 157--168 (2017; Zbl 1397.62211) Full Text: DOI
Bi, Shujun; Pan, Shaohua Multistage convex relaxation approach to rank regularized minimization problems based on equivalent mathematical program with a generalized complementarity constraint. (English) Zbl 1369.90173 SIAM J. Control Optim. 55, No. 4, 2493-2518 (2017). MSC: 90C33 90C26 49M20 PDFBibTeX XMLCite \textit{S. Bi} and \textit{S. Pan}, SIAM J. Control Optim. 55, No. 4, 2493--2518 (2017; Zbl 1369.90173) Full Text: DOI
Ding, Chao; Qi, Hou-Duo Convex optimization learning of faithful Euclidean distance representations in nonlinear dimensionality reduction. (English) Zbl 1391.90472 Math. Program. 164, No. 1-2 (A), 341-381 (2017). MSC: 90C25 90C33 PDFBibTeX XMLCite \textit{C. Ding} and \textit{H.-D. Qi}, Math. Program. 164, No. 1--2 (A), 341--381 (2017; Zbl 1391.90472) Full Text: DOI arXiv
Sun, Tingni; Zhang, Cun-Hui A graphical approach to the analysis of matrix completion. (English) Zbl 1388.15025 Stochastic Processes Appl. 126, No. 12, 3935-3951 (2016). MSC: 15A83 62H12 90C25 90C90 PDFBibTeX XMLCite \textit{T. Sun} and \textit{C.-H. Zhang}, Stochastic Processes Appl. 126, No. 12, 3935--3951 (2016; Zbl 1388.15025) Full Text: DOI
Miao, Weimin; Pan, Shaohua; Sun, Defeng A rank-corrected procedure for matrix completion with fixed basis coefficients. (English) Zbl 1356.90178 Math. Program. 159, No. 1-2 (A), 289-338 (2016). Reviewer: Jan-Joachim Rückmann (Bergen) MSC: 90C90 PDFBibTeX XMLCite \textit{W. Miao} et al., Math. Program. 159, No. 1--2 (A), 289--338 (2016; Zbl 1356.90178) Full Text: DOI arXiv
Pereyra, Marcelo Proximal Markov chain Monte Carlo algorithms. (English) Zbl 1505.62315 Stat. Comput. 26, No. 4, 745-760 (2016). MSC: 62-08 65C05 62F15 62H12 90C25 94A08 PDFBibTeX XMLCite \textit{M. Pereyra}, Stat. Comput. 26, No. 4, 745--760 (2016; Zbl 1505.62315) Full Text: DOI arXiv
Cai, T. Tony; Zhou, Wen-Xin Matrix completion via max-norm constrained optimization. (English) Zbl 1342.62091 Electron. J. Stat. 10, No. 1, 1493-1525 (2016). MSC: 62H12 62J99 15A83 PDFBibTeX XMLCite \textit{T. T. Cai} and \textit{W.-X. Zhou}, Electron. J. Stat. 10, No. 1, 1493--1525 (2016; Zbl 1342.62091) Full Text: DOI arXiv Euclid
Han, Le; Bi, Shujun; Pan, Shaohua Two-stage convex relaxation approach to least squares loss constrained low-rank plus sparsity optimization problems. (English) Zbl 1365.90199 Comput. Optim. Appl. 64, No. 1, 119-148 (2016). MSC: 90C25 90C27 PDFBibTeX XMLCite \textit{L. Han} et al., Comput. Optim. Appl. 64, No. 1, 119--148 (2016; Zbl 1365.90199) Full Text: DOI
Li, Xudong; Sun, Defeng; Toh, Kim-Chuan A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions. (English) Zbl 1342.90134 Math. Program. 155, No. 1-2 (A), 333-373 (2016). Reviewer: Rembert Reemtsen (Cottbus) MSC: 90C25 90C22 90C20 90C06 65F10 PDFBibTeX XMLCite \textit{X. Li} et al., Math. Program. 155, No. 1--2 (A), 333--373 (2016; Zbl 1342.90134) Full Text: DOI arXiv
Wang, Yu-Xiang; Lee, Choon Meng; Cheong, Loong-Fah; Toh, Kim-Chuan Practical matrix completion and corruption recovery using proximal alternating robust subspace minimization. (English) Zbl 1398.68463 Int. J. Comput. Vis. 111, No. 3, 315-344 (2015). MSC: 68T05 15A83 62H35 68U10 PDFBibTeX XMLCite \textit{Y.-X. Wang} et al., Int. J. Comput. Vis. 111, No. 3, 315--344 (2015; Zbl 1398.68463) Full Text: DOI arXiv
Ward, Rachel Importance sampling in signal processing applications. (English) Zbl 1373.65004 Balan, Radu (ed.) et al., Excursions in harmonic analysis, Volume 4. The February Fourier talks at the Norbert Wiener Center, College Park, MD, USA, 2002–2013. Cham: Birkhäuser/Springer (ISBN 978-3-319-20187-0/hbk; 978-3-319-20188-7/ebook). Applied and Numerical Harmonic Analysis, 205-228 (2015). MSC: 65C05 94A12 65K05 90C15 90C25 15A83 PDFBibTeX XMLCite \textit{R. Ward}, in: Excursions in harmonic analysis, Volume 4. The February Fourier talks at the Norbert Wiener Center, College Park, MD, USA, 2002--2013. Cham: Birkhäuser/Springer. 205--228 (2015; Zbl 1373.65004) Full Text: DOI
Klopp, Olga; Lafond, Jean; Moulines, Éric; Salmon, Joseph Adaptive multinomial matrix completion. (English) Zbl 1329.62304 Electron. J. Stat. 9, No. 2, 2950-2975 (2015). MSC: 62J02 62J99 62H12 60B20 PDFBibTeX XMLCite \textit{O. Klopp} et al., Electron. J. Stat. 9, No. 2, 2950--2975 (2015; Zbl 1329.62304) Full Text: DOI arXiv Euclid
Minsker, Stanislav Geometric median and robust estimation in Banach spaces. (English) Zbl 1348.60041 Bernoulli 21, No. 4, 2308-2335 (2015). MSC: 60F10 62F12 PDFBibTeX XMLCite \textit{S. Minsker}, Bernoulli 21, No. 4, 2308--2335 (2015; Zbl 1348.60041) Full Text: DOI arXiv Euclid
Klopp, Olga Matrix completion by singular value thresholding: sharp bounds. (English) Zbl 1323.62047 Electron. J. Stat. 9, No. 2, 2348-2369 (2015). MSC: 62H12 60B20 15B52 15A83 PDFBibTeX XMLCite \textit{O. Klopp}, Electron. J. Stat. 9, No. 2, 2348--2369 (2015; Zbl 1323.62047) Full Text: DOI arXiv Euclid
Mai, The Tien; Alquier, Pierre A Bayesian approach for noisy matrix completion: optimal rate under general sampling distribution. (English) Zbl 1317.62050 Electron. J. Stat. 9, 823-841 (2015). MSC: 62H12 62J12 60B20 15B52 68T05 PDFBibTeX XMLCite \textit{T. T. Mai} and \textit{P. Alquier}, Electron. J. Stat. 9, No. 1, 823--841 (2015; Zbl 1317.62050) Full Text: DOI arXiv Euclid
McCoy, Michael B.; Tropp, Joel A. Sharp recovery bounds for convex demixing, with applications. (English) Zbl 1312.94016 Found. Comput. Math. 14, No. 3, 503-567 (2014). Reviewer: N. G. Gamkrelidze (Moskva) MSC: 94A12 90C25 60D05 PDFBibTeX XMLCite \textit{M. B. McCoy} and \textit{J. A. Tropp}, Found. Comput. Math. 14, No. 3, 503--567 (2014; Zbl 1312.94016) Full Text: DOI arXiv
Mackey, Lester; Jordan, Michael I.; Chen, Richard Y.; Farrell, Brendan; Tropp, Joel A. Matrix concentration inequalities via the method of exchangeable pairs. (English) Zbl 1294.60008 Ann. Probab. 42, No. 3, 906-945 (2014). MSC: 60B20 60E15 60G09 60F10 PDFBibTeX XMLCite \textit{L. Mackey} et al., Ann. Probab. 42, No. 3, 906--945 (2014; Zbl 1294.60008) Full Text: DOI arXiv Euclid
Klopp, Olga Noisy low-rank matrix completion with general sampling distribution. (English) Zbl 1400.62115 Bernoulli 20, No. 1, 282-303 (2014). MSC: 62H12 62F12 62J07 PDFBibTeX XMLCite \textit{O. Klopp}, Bernoulli 20, No. 1, 282--303 (2014; Zbl 1400.62115) Full Text: DOI arXiv Euclid
Kueng, R.; Gross, D. RIPless compressed sensing from anisotropic measurements. (English) Zbl 1332.94045 Linear Algebra Appl. 441, 110-123 (2014). MSC: 94A20 94A12 60F10 62J07 90C25 90C90 PDFBibTeX XMLCite \textit{R. Kueng} and \textit{D. Gross}, Linear Algebra Appl. 441, 110--123 (2014; Zbl 1332.94045) Full Text: DOI arXiv
Koltchinskii, Vladimir; Rangel, Pedro Low rank estimation of smooth kernels on graphs. (English) Zbl 1360.62272 Ann. Stat. 41, No. 2, 604-640 (2013). MSC: 62H12 62J99 60B20 60E15 PDFBibTeX XMLCite \textit{V. Koltchinskii} and \textit{P. Rangel}, Ann. Stat. 41, No. 2, 604--640 (2013; Zbl 1360.62272) Full Text: DOI arXiv Euclid
Koltchinskii, Vladimir; Rangel, Pedro Low rank estimation of similarities on graphs. (English) Zbl 1329.62261 Houdré, Christian (ed.) et al., High dimensional probability VI. The Banff volume. Proceedings of the sixth high dimensional probability conference (HDP VI), Banff, Canada, October 9–14, 2011. Basel: Birkhäuser (ISBN 978-3-0348-0489-9/hbk; 978-3-0348-0490-5/ebook). Progress in Probability 66, 305-325 (2013). MSC: 62H12 PDFBibTeX XMLCite \textit{V. Koltchinskii} and \textit{P. Rangel}, Prog. Probab. 66, 305--325 (2013; Zbl 1329.62261) Full Text: DOI arXiv
Klopp, Olga; Pensky, Marianna Non-asymptotic approach to varying coefficient model. (English) Zbl 1337.62077 Electron. J. Stat. 7, 454-479 (2013). MSC: 62G08 62H12 PDFBibTeX XMLCite \textit{O. Klopp} and \textit{M. Pensky}, Electron. J. Stat. 7, 454--479 (2013; Zbl 1337.62077) Full Text: DOI arXiv Euclid
Negahban, Sahand N.; Ravikumar, Pradeep; Wainwright, Martin J.; Yu, Bin A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers. (English) Zbl 1331.62350 Stat. Sci. 27, No. 4, 538-557 (2012). MSC: 62J07 PDFBibTeX XMLCite \textit{S. N. Negahban} et al., Stat. Sci. 27, No. 4, 538--557 (2012; Zbl 1331.62350) Full Text: DOI arXiv Euclid
Agarwal, Alekh; Negahban, Sahand; Wainwright, Martin J. Fast global convergence of gradient methods for high-dimensional statistical recovery. (English) Zbl 1373.62244 Ann. Stat. 40, No. 5, 2452-2482 (2012). MSC: 62H12 62F30 62J07 90C25 PDFBibTeX XMLCite \textit{A. Agarwal} et al., Ann. Stat. 40, No. 5, 2452--2482 (2012; Zbl 1373.62244) Full Text: DOI arXiv Euclid
Agarwal, Alekh; Negahban, Sahand; Wainwright, Martin J. Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions. (English) Zbl 1274.62219 Ann. Stat. 40, No. 2, 1171-1197 (2012). MSC: 62F30 62H12 PDFBibTeX XMLCite \textit{A. Agarwal} et al., Ann. Stat. 40, No. 2, 1171--1197 (2012; Zbl 1274.62219) Full Text: DOI arXiv Euclid
Koltchinskii, Vladimir Von Neumann entropy penalization and low-rank matrix estimation. (English) Zbl 1246.62138 Ann. Stat. 39, No. 6, 2936-2973 (2011). MSC: 62H12 62P35 60E15 81Q99 PDFBibTeX XMLCite \textit{V. Koltchinskii}, Ann. Stat. 39, No. 6, 2936--2973 (2011; Zbl 1246.62138) Full Text: DOI arXiv Euclid
Koltchinskii, Vladimir; Lounici, Karim; Tsybakov, Alexandre B. Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion. (English) Zbl 1231.62097 Ann. Stat. 39, No. 5, 2302-2329 (2011). MSC: 62H12 62J99 60B20 60E15 60G15 PDFBibTeX XMLCite \textit{V. Koltchinskii} et al., Ann. Stat. 39, No. 5, 2302--2329 (2011; Zbl 1231.62097) Full Text: DOI arXiv
Negahban, Sahand; Wainwright, Martin J. Estimation of (near) low-rank matrices with noise and high-dimensional scaling. (English) Zbl 1216.62090 Ann. Stat. 39, No. 2, 1069-1097 (2011). MSC: 62H12 62F30 65C60 PDFBibTeX XMLCite \textit{S. Negahban} and \textit{M. J. Wainwright}, Ann. Stat. 39, No. 2, 1069--1097 (2011; Zbl 1216.62090) Full Text: DOI arXiv