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most citedThe cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data

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math.ST2015

An iterative hard thresholding estimator for low rank matrix recovery with explicit limiting distribution

Alexandra Carpentier, Arlene K. H. Kim

We consider the problem of low rank matrix recovery in a stochastically noisy high dimensional setting. We propose a new estimator for the low rank matrix, based on the iterative h…