Empirical Bayes PCA in high dimensions

DOI10.1111/RSSB.12490MaRDI QIDQ6600843

Chang Su, Xinyi Zhong, Zhou Fan

Publication date: 10 September 2024

Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

zbMATH Keywords

empirical Bayesrandom matrix theoryprincipal components analysisAMP algorithms

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Fundamental limits of low-rank matrix estimation with diverging aspect ratios

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