Cargando…
Fundamental limits in structured principal component analysis and how to reach them
How do statistical dependencies in measurement noise influence high-dimensional inference? To answer this, we study the paradigmatic spiked matrix model of principal components analysis (PCA), where a rank-one matrix is corrupted by additive noise. We go beyond the usual independence assumption on t...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
National Academy of Sciences
2023
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10374165/ https://www.ncbi.nlm.nih.gov/pubmed/37463204 http://dx.doi.org/10.1073/pnas.2302028120 |