Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
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Publication:2108486
DOI10.3150/22-BEJ1463MaRDI QIDQ2108486
Miles E. Lopes, Michael W. Mahoney, N. Benjamin Erichson
Publication date: 19 December 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.06120
bootstrapsketchingerror estimationhigh-dimensional statisticscovariance estimationrandomized numerical linear algebra
Related Items (5)
Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA ⋮ Efficient Error and Variance Estimation for Randomized Matrix Computations ⋮ A bootstrap method for spectral statistics in high-dimensional elliptical models ⋮ Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions ⋮ Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
Uses Software
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