Covariance estimation and PCA

Sparsistency and rates of convergence in large covariance matrix estimation

• 발표자 : 손주희 발표자료

Large covariance estimation by thresholding principal orthogonal complements

• 발표자 : 김민우 발표자료

Asymptotics of empirical eigen-structure for ultra-high dimensional spiked covariance model

• 발표자 : 김용재 발표자료

Adaptive thresholding for sparse covariance matrix estimation

• 발표자 : 이수진 발표자료

Sparse PCA: Optimal rates and adaptive estimation

• 발표자 : 최서원 발표자료

Sparse principal component analysis and iterative thresholding

• 발표자 : 장우녕 발표자료

Minimax rates of estimation for sparse PCA in high dimensions

• 발표자 : 조동혁 발표자료

Minimax bounds for sparse PCA with noisy high-dimensional data

• 발표자 : 홍승기 발표자료