MODEL ASSISTED VARIABLE CLUSTERING: MINIMAX-OPTIMAL RECOVERY AND ALGORITHMS.

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作者： Florentina,Bunea ^[1] ; Christophe,Giraud ^[2] ; Xi,Luo ^[3] ; Martin,Royer ^[2] ; Nicolas,Verzelen ^[4]

作者单位： Department of Statistical Science, Cornell University. ^[1] Laboratoire de Mathématiques d'Orsay, CNRS, Université Paris-Sud, Université Paris-Saclay. ^[2] Department of Biostatistics and Data Science, School of Public Health, University of Texas Health Science Center at Houston. ^[3] INRA, Montpellier SupAgro, MISTEA, Université de Montpellier. ^[4]

关键词 Convergence rates Primary 62H30 convex optimization covariance matrices high-dimensional inference secondary 62C20

DOI 10.1214/18-aos1794

PMID 35847529

发布时间 2022-07-22

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