High dimensional convergence rates for sparse precision estimators for matrix-variate data
Fuente:
arXiv
Saved in:
| Main Authors: | Sun, Hongqiang, Khare, Kshitij |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Multivariate MM-estimators with auxiliary Scale for Linear Models with Structured Covariance Matrices
by: Lopuhaa, Hendrik Paul
Published: (2025)
by: Lopuhaa, Hendrik Paul
Published: (2025)
Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
by: Desgagné, Alain, et al.
Published: (2024)
by: Desgagné, Alain, et al.
Published: (2024)
High-dimensional linear regression inference via $\ell^2$ weak convergence
by: Fujimori, Kou, et al.
Published: (2026)
by: Fujimori, Kou, et al.
Published: (2026)
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
by: Barczy, Matyas, et al.
Published: (2021)
by: Barczy, Matyas, et al.
Published: (2021)
Statistical inference for extremal directions in high-dimensional spaces
by: Butsch, Lucas, et al.
Published: (2026)
by: Butsch, Lucas, et al.
Published: (2026)
Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
by: Desgagné, Alain, et al.
Published: (2025)
by: Desgagné, Alain, et al.
Published: (2025)
Asymptotic bias reduction of maximum likelihood estimates via penalized likelihoods with differential geometry
by: Hirose, Masayo Y., et al.
Published: (2020)
by: Hirose, Masayo Y., et al.
Published: (2020)
On the Bernstein-smoothed lower-tail Spearman's rho estimator
by: Ouimet, Frédéric, et al.
Published: (2025)
by: Ouimet, Frédéric, et al.
Published: (2025)
Directional $ρ$-coefficients
by: de Amo, Enrique, et al.
Published: (2025)
by: de Amo, Enrique, et al.
Published: (2025)
Optimal parameter estimation for linear SPDEs from multiple measurements
by: Altmeyer, Randolf, et al.
Published: (2022)
by: Altmeyer, Randolf, et al.
Published: (2022)
Tests for the mean of high-dimensional data
by: Ferger, Dietmar
Published: (2026)
by: Ferger, Dietmar
Published: (2026)
Depth Patterns and their Applications in Animal Tracking
by: Betken, Annika, et al.
Published: (2024)
by: Betken, Annika, et al.
Published: (2024)
Vertex misalignment and changepoint localization in network time series
by: Chen, Tianyi, et al.
Published: (2026)
by: Chen, Tianyi, et al.
Published: (2026)
Diaconis-Ylvisaker prior penalized likelihood for $p/n \to κ\in (0,1)$ logistic regression
by: Sterzinger, Philipp, et al.
Published: (2023)
by: Sterzinger, Philipp, et al.
Published: (2023)
Sparse maximum likelihood estimation for regression models
by: Tsao, Min
Published: (2024)
by: Tsao, Min
Published: (2024)
On the choice of the two tuning parameters for nonparametric estimation of an elliptical distribution generator
by: Ryan, Victor, et al.
Published: (2024)
by: Ryan, Victor, et al.
Published: (2024)
On stable central limit theorems for multivariate discrete-time martingales
by: Häusler, Erich, et al.
Published: (2024)
by: Häusler, Erich, et al.
Published: (2024)
On the spherical cardioid distribution and its goodness-of-fit
by: García-Portugués, Eduardo
Published: (2026)
by: García-Portugués, Eduardo
Published: (2026)
KRAFTY: Khatri-Rao Framework for Joint Cluster Recovery
by: Gao, Siyi, et al.
Published: (2026)
by: Gao, Siyi, et al.
Published: (2026)
Phase Transition in Nonparametric Minimax Rates for Covariate Shifts on Approximate Manifolds
by: Wang, Yuyao, et al.
Published: (2025)
by: Wang, Yuyao, et al.
Published: (2025)
Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
by: Kozubowski, Tomasz J., et al.
Published: (2026)
by: Kozubowski, Tomasz J., et al.
Published: (2026)
Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)
by: Gaunt, Robert E., et al.
Published: (2026)
Multivariate root-n-consistent smoothing parameter free matching estimators and estimators of inverse density weighted expectations
by: Holzmann, Hajo, et al.
Published: (2024)
by: Holzmann, Hajo, et al.
Published: (2024)
Graphical lasso for extremes
by: Wan, Phyllis, et al.
Published: (2023)
by: Wan, Phyllis, et al.
Published: (2023)
Inference in high-dimensional logistic regression under tensor network dependence
by: Miles, Josh, et al.
Published: (2026)
by: Miles, Josh, et al.
Published: (2026)
Semiparametric Modeling and Analysis for Longitudinal Network Data
by: He, Yinqiu, et al.
Published: (2023)
by: He, Yinqiu, et al.
Published: (2023)
Addressing parity blindness of data-driven Sobolev tests on the hypersphere
by: Reverbel, Marcio
Published: (2026)
by: Reverbel, Marcio
Published: (2026)
Finite mixture representations of zero-and-$N$-inflated distributions for count-compositional data
by: Menezes, André F. B., et al.
Published: (2025)
by: Menezes, André F. B., et al.
Published: (2025)
Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths
by: Somé, Sobom M., et al.
Published: (2022)
by: Somé, Sobom M., et al.
Published: (2022)
Stochastic approximation method for kernel sliced average variance estimation
by: Nkou, Emmanuel De Dieu
Published: (2024)
by: Nkou, Emmanuel De Dieu
Published: (2024)
Estimators for multivariate allometric regression model
by: Tsukuda, Koji, et al.
Published: (2024)
by: Tsukuda, Koji, et al.
Published: (2024)
Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
by: Belzile, Léo R., et al.
Published: (2025)
by: Belzile, Léo R., et al.
Published: (2025)
Statistical comparison of Hidden Markov Models via Fragment Analysis
by: Hernandez-Suarez, Carlos M., et al.
Published: (2025)
by: Hernandez-Suarez, Carlos M., et al.
Published: (2025)
Mixed difference integer-valued GARCH model for $ \mathbb{Z}$-valued time series
by: Aknouche, Abdelhakim, et al.
Published: (2026)
by: Aknouche, Abdelhakim, et al.
Published: (2026)
Change point estimation for a stochastic heat equation
by: Reiß, Markus, et al.
Published: (2023)
by: Reiß, Markus, et al.
Published: (2023)
Robust low-rank tensor regression via clipping and Huber loss
by: Li, Kangqiang, et al.
Published: (2022)
by: Li, Kangqiang, et al.
Published: (2022)
A Lower Bound for Estimating Fréchet Means
by: Hundrieser, Shayan, et al.
Published: (2024)
by: Hundrieser, Shayan, et al.
Published: (2024)
Minimum $Φ$-distance estimators for finite mixing measures
by: Wei, Yun, et al.
Published: (2023)
by: Wei, Yun, et al.
Published: (2023)
Tuning free Catoni type joint robust estimation
by: Li, Xiang, et al.
Published: (2025)
by: Li, Xiang, et al.
Published: (2025)
Parameters estimation of a Threshold Chan-Karolyi-Longstaff-Sanders process from continuous and discrete observations
by: Mazzonetto, Sara, et al.
Published: (2025)
by: Mazzonetto, Sara, et al.
Published: (2025)
Similar Items
-
Multivariate MM-estimators with auxiliary Scale for Linear Models with Structured Covariance Matrices
by: Lopuhaa, Hendrik Paul
Published: (2025) -
Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
by: Desgagné, Alain, et al.
Published: (2024) -
High-dimensional linear regression inference via $\ell^2$ weak convergence
by: Fujimori, Kou, et al.
Published: (2026) -
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
by: Barczy, Matyas, et al.
Published: (2021) -
Statistical inference for extremal directions in high-dimensional spaces
by: Butsch, Lucas, et al.
Published: (2026)