Recent Results on Sparse Principle Component Analysis
Tony Cai, Zongming Ma, and Yihong Wu
Cai, T., Zhang, C.-H. & Zhou, H. (2010).
Optimal rates of convergence for covariance matrix estimation
The Annals of Statistics 38, 2118-2144.
Cai, T., Liu, W. & Luo, X. (2011).
A constrained l_{1} minimization approach to sparse precision matrix estimation.
J. American Statistical Association 106, 594-607.
Cai, T. & Liu, W. (2011).
Adaptive thresholding for sparse covariance matrix estimation.
J. American Statistical Association 106, 672-684.
Cai, T. & Zhou, H. (2012).
Minimax estimation of large covariance matrices under l_{1} norm (with discussion).
Statistica Sinica 22, 1319-1378.
Cai, T. & Yuan, M. (2012).
Adaptive covariance matrix estimation through block thresholding.
The Annals of Statistics 40, 2014-2042.
Cai, T. & Zhou, H. (2012).
Optimal rates of convergence for sparse covariance matrix estimation.
The Annals of Statistics 40, 2389-2420.
Cai, T., Ren, Z. & Zhou, H. (2013).
Optimal rates of convergence for estimating Toeplitz covariance matrices.
Probability Theory and Related Fields 156, 101-143.
Cai, T., Ma, Z. & Wu, Y. (2013).
Sparse PCA: Optimal rates and adaptive estimation.
The Annals of Statistics 42, 722-750.
Cai, T., Ma, Z. & Wu, Y. (2014).
Optimal estimation and rank detection for sparse spiked covariance matrices.
Probability Theory and Related Fields, to appear.