2.5k citations · 4.9k across the 53 of their papers we have counts for
3 papers · 2 filters
Sparse covariance matrix estimation in high-dimensional deconvolution
Denis Belomestny, Mathias Trabs, Alexandre B. Tsybakov
We study the estimation of the covariance matrix of a -dimensional normal random vector based on independent observations corrupted by additive noise. Only a general non…
Structured Matrix Estimation and Completion
Olga Klopp, Yu Lu, Alexandre B. Tsybakov +1
We study the problem of matrix estimation and matrix completion under a general framework. This framework includes several important models as special cases such as the gaussian mi…
Towards the study of least squares estimators with convex penalty
Pierre C. Bellec, Guillaume Lecué, Alexandre B. Tsybakov
Penalized least squares estimation is a popular technique in high-dimensional statistics. It includes such methods as the LASSO, the group LASSO, and the nuclear norm penalized lea…