Van Trees inequality, group equivariance, and estimation of principal subspaces
From MaRDI portal
Publication:6119053
DOI10.1007/978-3-031-30114-8_8arXiv2107.08723OpenAlexW3183979873MaRDI QIDQ6119053
Publication date: 22 March 2024
Published in: Foundations of Modern Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.08723
orthogonal groupCramér-Rao inequalityHaar measureprincipal subspacevan Trees inequalitydoubly substochastic matrixgroup equivariance
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Normal approximation and concentration of spectral projectors of sample covariance
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Minimax estimation in sparse canonical correlation analysis
- Information-theoretic determination of minimax rates of convergence
- An overview of relative \(\sin\Theta\) theorems for invariant subspaces of complex matrices
- Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics
- Applications of the van Trees inequality: A Bayesian Cramér-Rao bound
- Relative perturbation bounds with applications to empirical covariance operators
- Lower bounds for invariant statistical models with applications to principal component analysis
- Nonasymptotic upper bounds for the reconstruction error of PCA
- Subspace perspective on canonical correlation analysis: dimension reduction and minimax rates
- High-probability bounds for the reconstruction error of PCA
- Bootstrap confidence sets for spectral projectors of sample covariance
- Statistical properties of kernel principal component analysis
- Minimax sparse principal subspace estimation in high dimensions
- Sparse PCA: optimal rates and adaptive estimation
- Perturbation bounds for eigenspaces under a relative gap condition
- A useful variant of the Davis–Kahan theorem for statisticians
- Introduction to nonparametric estimation
This page was built for publication: Van Trees inequality, group equivariance, and estimation of principal subspaces