125 citations · 166 across the 17 of their papers we have counts for
Showing 2011Show all
2 papers · 1 filter
math.ST2011
High dimensional matrix estimation with unknown variance of the noise
Olga Klopp, Stéphane Gaiffas
We propose a new pivotal method for estimating high-dimensional matrices. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A\_0…
math.ST2011
Rank penalized estimators for high-dimensional matrices
Olga Klopp
In this paper we consider the trace regression model. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix corrupted by noise.…