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 b...
Publications
1 shownFrequent Co-Authors
Researcher Info
- h-index
- 1
- Publications
- 1
- Citations
- 182
- Institution
- University of California, Davis
External Links
Identifiers
- ORCID
- 0000-0002-1564-7208
Impact Metrics
h-index
1
h-index: Number of publications with at least h citations each.