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An -Regularization Approach to High-Dimensional Errors-in-variables Models
Alexandre Belloni, Mathieu Rosenbaum, Alexandre B. Tsybakov
Several new estimation methods have been recently proposed for the linear regression model with observation error in the design. Different assumptions on the data generating proces…
Robust Matrix Completion
Olga Klopp, Karim Lounici, Alexandre B. Tsybakov
This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The o…
Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models
Alexandre Belloni, Mathieu Rosenbaum, Alexandre Tsybakov
We consider the linear regression model with observation error in the design. In this setting, we allow the number of covariates to be much larger than the sample size. Several new…