Biwhitening Reveals the Rank of a Count Matrix
From MaRDI portal
Publication:5885827
DOI10.1137/21M1456807MaRDI QIDQ5885827
Boris Landa, Yuval Kluger, Unnamed Author
Publication date: 30 March 2023
Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.13840
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Bi-cross-validation of the SVD and the nonnegative matrix factorization
- The singular values and vectors of low rank perturbations of large rectangular random matrices
- Local law for random Gram matrices
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
- Selecting the number of principal components: estimation of the true rank of a noisy matrix
- Biproportional scaling of matrices and the iterative proportional fitting procedure
- Finite sample approximation results for principal component analysis: A matrix perturbation approach
- Spectral analysis of large dimensional random matrices
- Natural exponential families with quadratic variance functions: Statistical theory
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- A limit theorem for the norm of random matrices
- Natural exponential families with quadratic variance functions
- A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
- Asymptotic performance of PCA for high-dimensional heteroscedastic data
- \(e\)PCA: high dimensional exponential family PCA
- On the distribution of the largest eigenvalue in principal components analysis
- Rate of convergence in probability to the Marchenko-Pastur law
- On orthogonal and symplectic matrix ensembles
- Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees
- Low-rank matrix denoising for count data using unbiased Kullback-Leibler risk estimation
- Heteroskedastic PCA: algorithm, optimality, and applications
- Permutation methods for factor analysis and PCA
- Rapid evaluation of the spectral signal detection threshold and Stieltjes transform
- Poisson noise reduction with non-local PCA
- Low-rank model with covariates for count data with missing values
- Local law and Tracy-Widom limit for sparse sample covariance matrices
- Matrix estimation by universal singular value thresholding
- Eigenvalues of large sample covariance matrices of spiked population models
- Concerning nonnegative matrices and doubly stochastic matrices
- The diagonal equivalence of a nonnegative matrix to a stochastic matrix
- The DAD theorem for symmetric non-negative matrices
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- The Optimal Hard Threshold for Singular Values is <inline-formula> <tex-math notation="TeX">\(4/\sqrt {3}\) </tex-math></inline-formula>
- Deterministic Parallel Analysis: An Improved Method for Selecting Factors and Principal Components
- A Generalization of the Poisson Distribution
- The Sinkhorn–Knopp Algorithm: Convergence and Applications
- Diagonal Equivalence to Matrices with Prescribed Row and Column Sums. II
- The DAD Theorem for Arbitrary Row Sums
- Cross-Validatory Estimation of the Number of Components in Factor and Principal Components Models
- Poisson Matrix Recovery and Completion
- Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising
- Optimal Spectral Shrinkage and PCA With Heteroscedastic Noise
- Low-rank matrix completion and denoising under Poisson noise
- Matrix Denoising for Weighted Loss Functions and Heterogeneous Signals
- Large Sample Covariance Matrices and High-Dimensional Data Analysis
- Model Averaging and Dimension Selection for the Singular Value Decomposition
- Roy’s largest root test under rank-one alternatives
- Analysis of call centre arrival data using singular value decomposition
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Diagonal Equivalence to Matrices with Prescribed Row and Column Sums
- HePPCAT: Probabilistic PCA for Data With Heteroscedastic Noise
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding
- Estimation of the Number of Spiked Eigenvalues in a Covariance Matrix by Bulk Eigenvalue Matching Analysis
This page was built for publication: Biwhitening Reveals the Rank of a Count Matrix