3 papers
math.ST2018
Sparse spectral estimation with missing and corrupted measurements
Andreas Elsener, Sara van de Geer
Supervised learning methods with missing data have been extensively studied not just due to the techniques related to low-rank matrix completion. Also in unsupervised learning one…
math.ST2018
Sharp oracle inequalities for stationary points of nonconvex penalized M-estimators
Andreas Elsener, Sara van de Geer
Many statistical estimation procedures lead to nonconvex optimization problems. Algorithms to solve these are often guaranteed to output a stationary point of the optimization prob…
math.ST2016
Robust Low-Rank Matrix Estimation
Andreas Elsener, Sara van de Geer
Many results have been proved for various nuclear norm penalized estimators of the uniform sampling matrix completion problem. However, most of these estimators are not robust: in…