Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees

DOI10.1214/20-AOS1986zbMath1471.62371arXiv1910.04267MaRDI QIDQ2039795

H. Vincent Poor, Yuxin Chen, Gen Li, Changxiao Cai, Yuejie Chi

Publication date: 5 July 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.04267

zbMATH Keywords

principal component analysis; spectral method; missing data; spectral clustering; covariance estimation; tensor completion; leave-one-out analysis

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62H12: Estimation in multivariate analysis

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62D10: Missing data

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