arXiv Open Access 2021

Van Trees inequality, group equivariance, and estimation of principal subspaces

Martin Wahl

Lihat Sumber

Abstrak

We establish non-asymptotic lower bounds for the estimation of principal subspaces. As applications, we obtain new results for the excess risk of principal component analysis and the matrix denoising problem.

Topik & Kata Kunci

math.ST

Penulis (1)

Martin Wahl

Format Sitasi

APA MLA BibTeX

Wahl, M. (2021). Van Trees inequality, group equivariance, and estimation of principal subspaces. https://arxiv.org/abs/2107.08723

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2021
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓