354 citations · 390 across the 12 of their papers we have counts for
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math.ST2009★ 354 cited
Estimation of high-dimensional low-rank matrices
Angelika Rohde, Alexandre B. Tsybakov
Suppose that we observe entries or, more generally, linear combinations of entries of an unknown -matrix corrupted by noise. We are particularly interested in the hi…
math.ST2009
Optimal Calibration for Multiple Testing against Local Inhomogeneity in Higher Dimension
Angelika Rohde
Based on two independent samples X_1,...,X_m and X_{m+1},...,X_n drawn from multivariate distributions with unknown Lebesgue densities p and q respectively, we propose an exact mul…