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ASYMMETRY HELPS: EIGENVALUE AND EIGENVECTOR ANALYSES OF ASYMMETRICALLY PERTURBED LOW-RANK MATRICES

This paper is concerned with the interplay between statistical asymmetry and spectral methods. Suppose we are interested in estimating a rank-1 and symmetric matrix [Formula: see text] , yet only a randomly perturbed version M is observed. The noise matrix M − M(⋆) is composed of independent (but no...

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Détails bibliographiques
Publié dans:Ann Stat
Auteurs principaux: Chen, Yuxin, Cheng, Chen, Fan, Jianqing
Format: Artigo
Langue:Inglês
Publié: 2021
Sujets:
Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC8300484/
https://ncbi.nlm.nih.gov/pubmed/34305194
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/20-aos1963
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