Dimension Reduction for Large-Scale Federated Data: Statistical Rate and Asymptotic Inference

DOI10.1080/01621459.2025.2537453MaRDI QIDQ7231180zbMATH OpenFDO

Authors Shuting Shen, Junwei Lu, Xihong Lin

Publication date 21 April 2026

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2025.2537453

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Asymptotic Theory for Principal Component Analysis
• Asymptotics of empirical eigenstructure for high dimensional spiked covariance
• Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
• Communication-efficient distributed statistical inference
• Community detection and stochastic block models: recent developments
• Distributed clustering using collective principal component analysis
• Distributed estimation of principal eigenspaces
• Entrywise eigenvector analysis of random matrices with low expected rank
• Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
• How to Reduce Dimension With PCA and Random Projections?
• Inference and uncertainty quantification for noisy matrix completion
• On the distribution of the largest eigenvalue in principal components analysis
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• Simple: Statistical Inference on Membership Profiles in Large Networks

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