Regularized sample average approximation for high-dimensional stochastic optimization under low-rankness
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization,Computer Science Applications,Business, Management and Accounting (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10898-022-01206-3.pdf
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3. Cai, J.-F., Candés, E.J., Shen, Z.: A singular value thresholding algorithm for matrix completion. SIAM J. optimization 20(4), 1956–1982 (2010)
4. Candes, E.J., Plan, Y.: Tight oracle inequalities for low-rank matrix recovery from a minimal number of noisy random measurements. IEEE Trans. Inf. Theor. 57(4), 2342–2359 (2011). https://doi.org/10.1109/TIT.2011.2111771
5. Clémenc̣on, S., Lugosi, G., Vayatis, N.: Ranking and empirical minimization of $$U$$-statistics. Ann. Stat. 36(2), 844–874 (2008)
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