Phase transitions of spectral initialization for high-dimensional non-convex estimation
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Publication:5006529
DOI10.1093/imaiai/iaz020zbMath1470.94049arXiv1702.06435MaRDI QIDQ5006529
Publication date: 16 August 2021
Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.06435
phase transition; non-convex optimization; spiked covariance model; signal estimation; spectral initialization
62H11: Directional data; spatial statistics
62H12: Estimation in multivariate analysis
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
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