Minimax bounds for sparse PCA with noisy high-dimensional data

DOI10.1214/12-AOS1014zbMath1292.62071arXiv1203.0967WikidataQ30862008 ScholiaQ30862008MaRDI QIDQ366956

Debashis Paul, Aharon Birnbaum, Iain M. Johnstone, Boaz Nadler

Publication date: 25 September 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.0967

zbMATH Keywords

principal component analysishigh-dimensional dataminimax risksparsityspiked covariance model

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic properties of nonparametric inference (62G20)

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Uses Software

• PMA

Cites Work

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