Tackling Small Eigen-Gaps: Fine-Grained Eigenvector Estimation and Inference Under Heteroscedastic Noise

DOI10.1109/TIT.2021.3111828zbMath1487.15024arXiv2001.04620OpenAlexW3200992793MaRDI QIDQ5032583

Yuting Wei, Yuxin Chen, Chen Cheng

Publication date: 17 February 2022

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.04620

zbMATH Keywords

inferenceeigenvector estimationlow-rank matrix from noisy observations

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Eigenvalues, singular values, and eigenvectors (15A18)

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