Noisy matrix decomposition via convex relaxation: Optimal rates in high dimensions

Annals of Statistics

Volumn 40, Issue 2, 2012, Pages 1171-1197

  Agarwal, Alekh ^a   Negahban, Sahand ^b   Wainwright, Martin J ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Composite regularizers; High dimensional inference; Nuclear norm

Indexed keywords

EID: 84872015802     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/12-AOS1000     Document Type: Article

References (22)

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