Evidence map›Paper›PMID 34556893›Full record

ArticleAnnals of statistics2021

A SHRINKAGE PRINCIPLE FOR HEAVY-TAILED DATA: HIGH-DIMENSIONAL ROBUST LOW-RANK MATRIX RECOVERY.

Jianqing Fan, Weichen Wang, Ziwei Zhu

Abstract read
In one paragraph

Article in Annals of statistics, 2021. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 5 papers.

0numbers the graph read from it
0cells of the map it votes in
5citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

5 citing papers in PubMed.

  1. Understanding Implicit Regularization in Over-Parameterized Single Index Model.Journal of the American Statistical Association · 2023
    Article
  2. Adaptive Huber Regression on Markov-dependent Data.Stochastic processes and their applications · 2022
    Article
  3. Article
  4. Robust high dimensional factor models with applications to statistical machine learning.Statistical science : a review journal of the Institute of Mathematical Statistics · 2021
    Article
  5. Adaptive Huber Regression.Journal of the American Statistical Association · 2020
    Article
4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

3 authors.

Jianqing FanDepartment of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544.
Weichen WangDepartment of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544.
Ziwei ZhuDepartment of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544.

Funding

Statistical Methods for Ultrahigh-dimensional Biomedical DataR01GM072611 · NIGMS · PRINCETON UNIVERSITY · PI CATTANEO, MATIAS DAMIAN · 2006 to 2021
$4.2M
NIGMS NIH HHS R01 GM072611
6 · The paper itself

Abstract

This paper introduces a simple principle for robust statistical inference via appropriate shrinkage on the data. This widens the scope of high-dimensional techniques, reducing the distributional conditions from sub-exponential or sub-Gaussian to more relaxed bounded second or fourth moment. As an illustration of this principle, we focus on robust estimation of the low-rank matrix

Indexed as

Heavy-Tailed DataHigh-Dimensional StatisticsLow-Rank Matrix RecoveryRobust StatisticsShrinkageTrace Regression

Identifiers

PMID34556893
PMCPMC8457508

What OpenQuestion holds

Textmetadata
LicenceTDM
Read underepoch 390

Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.