Sharp detection in PCA under correlations: all eigenvalues matter

22 February 2016

Papers citing "Sharp detection in PCA under correlations: all eigenvalues matter"

15 / 15 papers shown

Title
Asymptotic Normality of Log Likelihood Ratio and Fundamental Limit of the Weak Detection for Spiked Wigner Matrices Hye Won Chung Jihoon Lee J. Lee 43 3 0 02 Mar 2022
Comparing Classes of Estimators: When does Gradient Descent Beat Ridge Regression in Linear Models? Dominic Richards Yan Sun Patrick Rebeschini 74 3 0 26 Aug 2021
Detection of Signal in the Spiked Rectangular Models Ji Hyung Jung Hye Won Chung J. Lee 94 10 0 28 Apr 2021
How to reduce dimension with PCA and random projections? Fan Yang Sifan Liu Yan Sun David P. Woodruff 63 28 0 01 May 2020
Asymptotics for Sketching in Least Squares Regression Yan Sun Sifan Liu 61 13 0 14 Oct 2018
Optimality and Sub-optimality of PCA I: Spiked Random Matrix Models Amelia Perry Alexander S. Wein Afonso S. Bandeira Ankur Moitra 84 110 0 02 Jul 2018
Fundamental limits of detection in the spiked Wigner model A. Alaoui Florent Krzakala Michael I. Jordan 74 46 0 25 Jun 2018
Phase transitions in spiked matrix estimation: information-theoretic analysis Léo Miolane 90 19 0 12 Jun 2018
Detection limits in the high-dimensional spiked rectangular model A. Alaoui Michael I. Jordan 82 20 0 20 Feb 2018
Finite Size Corrections and Likelihood Ratio Fluctuations in the Spiked Wigner Model A. Alaoui Florent Krzakala Michael I. Jordan 83 21 0 09 Oct 2017
Optimal hypothesis testing for stochastic block models with growing degrees Debapratim Banerjee Zongming Ma 114 57 0 15 May 2017
Optimality and Sub-optimality of PCA for Spiked Random Matrices and Synchronization Amelia Perry Alexander S. Wein Afonso S. Bandeira Ankur Moitra 137 59 0 19 Sep 2016
Eigenvalue distributions of variance components estimators in high-dimensional random effects models Fan Zhou Iain M. Johnstone 63 13 0 08 Jul 2016
Testing in high-dimensional spiked models Iain M. Johnstone A. Onatski 84 53 0 24 Sep 2015
High-Dimensional Asymptotics of Prediction: Ridge Regression and Classification Yan Sun Stefan Wager 150 289 0 10 Jul 2015