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Noisy low-rank matrix completi...
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minimax optimality
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matrix completion
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Estimation theory
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Linear algebra
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matrix estimation
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varying coefficient model
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adaptivity
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confidence sets
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low rank matrix estimation
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low rank recovery
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matrix regression
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minimax optimality The objective of the present paper is to develop a minimax theory for the varying coefficient model in a non-asymptotic setting. We consider a high-dimensional sparse varying coefficient model where only few of the covariates are present and only some of those covariates are time dependent. Our analysis allows the time dependent covariates to have different degrees of smoothness and to be spatially inhomogeneous. We develop the minimax lower bounds for the quadratic risk and construct an adaptive estimator which attains those lower bounds within a constant (if all time-dependent covariates are spatially homogeneous) or logarithmic factor of the number of observations
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recovery of the rank
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spare model
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sparse model
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Klopp, Olga
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Cybakov, Aleksandr B.
5
Lu, Yu
2
Pensky, Marianna
2
Verzelen, Nicolas
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Zhou, Harrison H.
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Carpentier, Alexandra
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Klopp, Onno
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Lounici, Karim
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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High dimensional matrix estimation with unknown variance of the noise
Klopp, Olga
-
2012
Persistent link: https://www.econbiz.de/10009553164
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2
Sparse high-dimensional varying coefficient model : non-asymptotic minimax study
Klopp, Olga
;
Pensky, Marianna
-
2013
Persistent link: https://www.econbiz.de/10010342692
Saved in:
3
Estimation of matrices with row sparsity
Klopp, Olga
;
Cybakov, Aleksandr B.
-
2016
Persistent link: https://www.econbiz.de/10011855354
Saved in:
4
Oracle inequalities for network models and sparse graphon estimation
Klopp, Olga
;
Cybakov, Aleksandr B.
;
Verzelen, Nicolas
-
2016
Persistent link: https://www.econbiz.de/10011855360
Saved in:
5
Robust matrix completion
Klopp, Olga
;
Lounici, Karim
;
Cybakov, Aleksandr B.
-
2016
Persistent link: https://www.econbiz.de/10011855362
Saved in:
6
Structured matrix estimation and completion
Klopp, Olga
;
Lu, Yu
;
Cybakov, Aleksandr B.
;
Zhou, …
-
2017
Persistent link: https://www.econbiz.de/10012198564
Saved in:
7
Constructing confidence sets for the matrix completion problem
Carpentier, Alexandra
;
Klopp, Olga
;
Löffler, Matthias
-
2017
Persistent link: https://www.econbiz.de/10012198700
Saved in:
8
Optimal graphon estimation in cut distance
Klopp, Olga
;
Verzelen, Nicolas
-
2017
Persistent link: https://www.econbiz.de/10012198705
Saved in:
9
Structured matrix estimation and completion
Klopp, Olga
;
Lu, Yu
;
Cybakov, Aleksandr B.
;
Zhou, …
-
2017
Persistent link: https://www.econbiz.de/10012198709
Saved in:
10
Der Fall des Hauses Stuart und die Succession des Hauses Hannover in Groß-Britannien und Irland im Zusammenhange der europäischen Angelegenheiten von 1660 - 1714
Klopp, Onno
-
1875
Persistent link: https://www.econbiz.de/10010443454
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