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Efficient Estimation of Linear Functionals of Principal Components

25 August 2017

Papers citing "Efficient Estimation of Linear Functionals of Principal Components"

22 / 22 papers shown

Title
A kernel-based analysis of Laplacian Eigenmaps Martin Wahl 59 2 0 26 Feb 2024
Mode-wise Principal Subspace Pursuit and Matrix Spiked Covariance Model Runshi Tang M. Yuan Anru R. Zhang 93 3 0 02 Jul 2023
On the Multiway Principal Component Analysis Jialin Ouyang Ming Yuan 81 2 0 14 Feb 2023
Consistent inference for diffusions from low frequency measurements Richard Nickl 59 8 0 24 Oct 2022
Quantitative limit theorems and bootstrap approximations for empirical spectral projectors M. Jirak Martin Wahl 69 4 0 26 Aug 2022
Estimation of smooth functionals of covariance operators: jackknife bias reduction and bounds in terms of effective rank V. Koltchinskii 56 2 0 20 May 2022
Inference for Heteroskedastic PCA with Missing Data Yuling Yan Yuxin Chen Jianqing Fan 122 19 0 26 Jul 2021
Inference for Low-Rank Models Victor Chernozhukov Christian B. Hansen Yuan Liao Yinchu Zhu 58 12 0 06 Jul 2021
Bootstrapping the error of Oja's algorithm Robert Lunde Purnamrita Sarkar Rachel A. Ward 100 11 0 28 Jun 2021
Entrywise Estimation of Singular Vectors of Low-Rank Matrices with Heteroskedasticity and Dependence Joshua Agterberg Zachary Lubberts Carey Priebe 99 21 0 27 May 2021
Spectral Methods for Data Science: A Statistical Perspective Yuxin Chen Yuejie Chi Jianqing Fan Cong Ma 153 173 0 15 Dec 2020
Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation V. Koltchinskii 57 8 0 07 Nov 2020
Lower bounds for invariant statistical models with applications to principal component analysis Martin Wahl 32 5 0 14 May 2020
Estimation of Smooth Functionals in Normal Models: Bias Reduction and Asymptotic Efficiency V. Koltchinskii M. Zhilova 31 11 0 18 Dec 2019
Estimating covariance and precision matrices along subspaces Ž. Kereta T. Klock 55 8 0 26 Sep 2019
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and Sketching Miles E. Lopes N. Benjamin Erichson Michael W. Mahoney 118 12 0 13 Sep 2019
Efficient Estimation of Smooth Functionals in Gaussian Shift Models V. Koltchinskii M. Zhilova 71 14 0 05 Oct 2018
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 111 51 0 27 Sep 2018
Wald Statistics in high-dimensional PCA Matthias Loffler 40 1 0 10 May 2018
De-biased sparse PCA: Inference and testing for eigenstructure of large covariance matrices Jana Janková Sara van de Geer 80 18 0 31 Jan 2018
Asymptotically Efficient Estimation of Smooth Functionals of Covariance Operators V. Koltchinskii 91 30 0 25 Oct 2017
Non-asymptotic upper bounds for the reconstruction error of PCA M. Reiß Martin Wahl 88 56 0 13 Sep 2016