Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach

M Yu, V Gupta, M Kolar - 2020 - projecteuclid.org
We study the problem of recovery of matrices that are simultaneously low rank and row
and/or column sparse. Such matrices appear in recent applications in cognitive …

Towards optimization on varieties

E Levin - 2020 - dataspace.princeton.edu
Many optimization problems over matrices arising in applications are believed to have low-
rank solutions. We may be able to efficiently solve such problems by optimizing only over …

Low-rank matrix recovery with non-quadratic loss: projected gradient method and regularity projection oracle

L Ding, Y Zhang, Y Chen - arxiv preprint arxiv:2008.13777, 2020 - arxiv.org
Existing results for low-rank matrix recovery largely focus on quadratic loss, which enjoys
favorable properties such as restricted strong convexity/smoothness (RSC/RSM) and well …

Estimation and statistical inference for high dimensional model with constrained parameter space

M Yu - 2020 - search.proquest.com
This thesis considers estimation and statistical inference for high dimensional model with
constrained parameter space. Due to the recent development of data storage and computing …

Algorithmic and Statistical Optimality for High-Dimensional Data

H Liu - 2020 - search.proquest.com
For high-dimensional data, two of the most important questions are the question of
algorithmic optimality, which asks for the optimal algorithm within a certain class of …

Robust Estimation of High Dimensional Time Series

Y Han - 2019 - search.proquest.com
In recent years, extensive research has focused on the $\ell_1 $ penalized least squares
(Lasso) estimators of high-dimensional regression when the number of covariates $ p $ is …