Lower bounds for invariant statistical models with applications to principal component analysis
From MaRDI portal
Publication:2157446
DOI10.1214/21-AIHP1193zbMath1493.62025arXiv2005.06869OpenAlexW3186499112MaRDI QIDQ2157446
Publication date: 22 July 2022
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.06869
Fisher informationlarge deviationslower boundsspecial orthogonal groupprincipal componentscovariance operatorequivariant modelVan Trees inequality
Factor analysis and principal components; correspondence analysis (62H25) Statistical aspects of information-theoretic topics (62B10)
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