Discussion of “Estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation”

Debashis Paul; Lili Wang

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Discussion of “Estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation”

机译：讨论“估计结构化高维协方差和精确矩阵：最优速率和自适应估计”

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摘要

In this discussion, we present a brief overview of recent works on the behavior of summary statistics for high-dimensional observations that are time-dependent, and the inference on parameters associated with high-dimensional time series, with emphasis on covariance and auto-covariance matrices.

机译：在此讨论中，我们简要概述了有关时间依赖的高维观测的摘要统计行为的最新工作，以及对与高维时间序列相关的参数的推断，重点是协方差和自协方差矩阵。

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《Electronic Journal of Statistics》 |2016年第1期|共7页
作者
Debashis Paul; Lili Wang;
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中图分类统计学;
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1. Discussion of “Estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation” [J] . Hui Zou Electronic Journal of Statistics . 2016,第1期

机译：讨论“估计结构化高维协方差和精确矩阵：最优速率和自适应估计”
2. Discussion of “Estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation” [J] . Alexandre B. Tsybakov Electronic Journal of Statistics . 2016,第1期

机译：讨论“估计结构化高维协方差和精确矩阵：最优速率和自适应估计”
3. Discussion of “Estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation” [J] . Krishnakumar Balasubramanian, Ming Yuan Electronic Journal of Statistics . 2016,第1期

机译：讨论“估计结构化高维协方差和精确矩阵：最优速率和自适应估计”
4. MAP Estimation of Structured Covariance Matrices for Space-Time Adaptive Processing [C] . Azer Shikhaliev, Yuejie Chi, Lee C. Potter IEEE Radar Conference . 2017

机译：用于时空自适应处理的结构协方差矩阵的地图估计
5. Structured Covariance and Precision Matrices Estimation: Toeplitz Covariance and Gaussian Graphical Model. [D] . Ren, Zhao. 2014

机译：结构化协方差和精确矩阵估计：Toeplitz协方差和高斯图形模型。
6. Minimax Rate-optimal Estimation of High-dimensional Covariance Matrices with Incomplete Data [O] . T. Tony Cai, Anru Zhang -1

机译：不完整数据的高协方差矩阵的极小极大率最优估计
7. Discussion of “Estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation” [O] . Hui Zou 2016

机译：讨论“估计结构的高维协方差和精密矩阵：最优率和自适应估计”

Discussion of “Estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation”

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