Optimality and sub-optimality of PCA I: Spiked random matrix models

Published 2018 View Full Article

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Title
Optimality and sub-optimality of PCA I: Spiked random matrix models
Authors
Keywords
-
Journal
ANNALS OF STATISTICS
Volume 46, Issue 5, Pages 2416-2451
Publisher
Institute of Mathematical Statistics
Online
2018-08-17
DOI
10.1214/17-aos1625

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