148 citations · 234 across the 4 of their papers we have counts for
4 papers
ROP: Matrix recovery via rank-one projections
T. Tony Cai, Anru Zhang
Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix reco…
Optimal rates of convergence for sparse covariance matrix estimation
T. Tony Cai, Harrison H. Zhou
This paper considers estimation of sparse covariance matrices and establishes the optimal rate of convergence under a range of matrix operator norm and Bregman divergence losses. A…
Sharp RIP Bound for Sparse Signal and Low-Rank Matrix Recovery
T. Tony Cai, Anru Zhang
This paper establishes a sharp condition on the restricted isometry property (RIP) for both the sparse signal recovery and low-rank matrix recovery. It is shown that if the measure…
Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation
T. Tony Cai, Weidong Liu, Harrison H. Zhou
Precision matrix is of significant importance in a wide range of applications in multivariate analysis. This paper considers adaptive minimax estimation of sparse precision matrice…