DOI10.1214/15-AIHP705zbMath1353.62053arXiv1408.4643OpenAlexW2963770579MaRDI QIDQ503099
Karim Lounici, Vladimir I. Koltchinskii
Publication date: 11 January 2017
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.4643
Wald Statistics in high-dimensional PCA,
Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes,
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications,
Functional principal subspace sampling for large scale functional data analysis,
Bayesian inference for spectral projectors of the covariance matrix,
Singular vector and singular subspace distribution for the matrix denoising model,
Asymptotically efficient estimation of smooth functionals of covariance operators,
On some extensions of Bernstein's inequality for self-adjoint operators,
Efficient estimation of linear functionals of principal components,
New asymptotic results in principal component analysis,
Perturbation of Linear Forms of Singular Vectors Under Gaussian Noise,
Multifidelity Dimension Reduction via Active Subspaces,
Nonasymptotic upper bounds for the reconstruction error of PCA,
Entrywise eigenvector analysis of random matrices with low expected rank,
Unnamed Item,
Normal approximation and confidence region of singular subspaces,
A survey of high dimension low sample size asymptotics,
Robust dimension-free Gram operator estimates,
Convergence rate of Krasulina estimator,
The Sup-norm Perturbation of HOSVD and Low Rank Tensor Denoising,
Distributed estimation of principal eigenspaces,
Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees,
Principal component analysis in the local differential privacy model,
Efficient estimation of smooth functionals in Gaussian shift models,
Perturbation bounds for eigenspaces under a relative gap condition,
Optimality of spectral clustering in the Gaussian mixture model,
Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency,
Spectral method and regularized MLE are both optimal for top-\(K\) ranking,
An \({\ell_p}\) theory of PCA and spectral clustering,
Relative perturbation bounds with applications to empirical covariance operators
