337 citations · 1.6k across the 34 of their papers we have counts for
Showing 2013 · math.STShow all
3 papers · 2 filters
math.ST2013★ 130 cited
Computational barriers in minimax submatrix detection
Zongming Ma, Yihong Wu
This paper studies the minimax detection of a small submatrix of elevated mean in a large matrix contaminated by additive Gaussian noise. To investigate the tradeoff between statis…
math.ST2013★ 7 cited
Volume Ratio, Sparsity, and Minimaxity under Unitarily Invariant Norms
Zongming Ma, Yihong Wu
The current paper presents a novel machinery for studying non-asymptotic minimax estimation of high-dimensional matrices, which yields tight minimax rates for a large collection of…
math.ST2013★ 7 cited
Optimal Estimation and Rank Detection for Sparse Spiked Covariance Matrices
Tony Cai, Zongming Ma, Yihong Wu
This paper considers sparse spiked covariance matrix models in the high-dimensional setting and studies the minimax estimation of the covariance matrix and the principal subspace a…