Koltchinskii, Vladimir
- Nuclear norm penalization and optimal rates for noisy low rank matrix\n completion
2010/11/29 by Vladimir Koltchinskii, Koltchinskii, Vladimir, Alexandre B. Tsybakov +3 · 58 citations
Engineering · Mathematics · #Sparse and Compressive Sensing Techniques #Numerical methods in inverse problems #Advanced SAR Imaging Techniques
- Concentration Inequalities and Moment Bounds for Sample Covariance Operators
2014/05/10 by Vladimir Koltchinskii, Karim Lounici, Koltchinskii, Vladimir +1 · 15 citations
Mathematics · #FOS: Mathematics #Numerical methods in inverse problems #Point processes and geometric inequalities #Probability (math.PR) #Statistical Methods and Inference
- Normal approximation and concentration of spectral projectors of sample covariance
2015/04/28 by Koltchinskii, Vladimir, Lounici, Karim · 4 citations
#62H12 #FOS: Mathematics #Statistics Theory (math.ST)
- Perturbation of linear forms of singular vectors under Gaussian noise
2015/06/09 by Vladimir Koltchinskii, Koltchinskii, Vladimir, Dong Xia +1 · 4 citations
Engineering · Mathematics · Physics and Astronomy · #FOS: Mathematics #Probability (math.PR) #Quantum optics and atomic interactions #Random Matrices and Applications #Sparse and Compressive Sensing Techniques
- Bounding the smallest singular value of a random matrix without\n concentration
2013/12/12 by Vladimir Koltchinskii, Shahar Mendelson, Koltchinskii, Vladimir +1 · 3 citations
Mathematics · #Advanced Algebra and Geometry #FOS: Mathematics #Point processes and geometric inequalities #Probability (math.PR) #Random Matrices and Applications
- Asymptotics and Concentration Bounds for Bilinear Forms of Spectral Projectors of Sample Covariance
2014/08/20 by Koltchinskii, Vladimir, Lounici, Karim · 3 citations
#62H12 #FOS: Mathematics #Statistics Theory (math.ST)