Optimal prediction in the linearly transformed spiked model
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Publication:2176630
DOI10.1214/19-AOS1819zbMath1441.62158arXiv1709.03393MaRDI QIDQ2176630
Amit Singer, William Leeb, Edgar Dobriban
Publication date: 5 May 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.03393
matrix completionprincipal component analysisrandom matrix theorymissing datashrinkagehigh dimensionalspiked model
Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to physics (62P35) Missing data (62D10)
Related Items (8)
Optimally Weighted PCA for High-Dimensional Heteroscedastic Data ⋮ Optimal prediction in the linearly transformed spiked model ⋮ Optimal singular value shrinkage for operator norm loss: extending to non-square matrices ⋮ Permutation methods for factor analysis and PCA ⋮ Rapid evaluation of the spectral signal detection threshold and Stieltjes transform ⋮ A note on identifiability conditions in confirmatory factor analysis ⋮ Matrix Denoising for Weighted Loss Functions and Heterogeneous Signals ⋮ Deterministic Parallel Analysis: An Improved Method for Selecting Factors and Principal Components
Uses Software
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