A carregar...
MINIMAX BOUNDS FOR SPARSE PCA WITH NOISY HIGH-DIMENSIONAL DATA
We study the problem of estimating the leading eigenvectors of a high-dimensional population covariance matrix based on independent Gaussian observations. We establish a lower bound on the minimax risk of estimators under the l(2) loss, in the joint limit as dimension and sample size increase to inf...
Na minha lista:
| Main Authors: | , , , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2013
|
| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4196701/ https://ncbi.nlm.nih.gov/pubmed/25324581 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/12-AOS1014 |
| Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|