Estimation of matrices with row sparsity

Olga Klopp () and Alexandre Tsybakov ()
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Olga Klopp: CREST, ENSAE
Alexandre Tsybakov: CREST, ENSAE

No 2016-11, Working Papers from Center for Research in Economics and Statistics

Abstract: An increasing number of applications is concerned with recovering a sparse matrix from noisy observations. In this paper, we consider the setting where each row of the unknown matrix is sparse. We establish minimax optimal rates of convergence for estimating matrices with row sparsity. A major focus in the present paper is on the derivation of lower bounds.

Pages: 18
Date: 2016-09
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