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

Wahl M (2023)
In: Foundations of modern statistics. Springer Proc. Math. Stat., 425. Cham: Springer: 301--321.

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Abstract / Bemerkung
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.
Erscheinungsjahr
2023
Buchtitel
Foundations of modern statistics
Serientitel
Springer Proc. Math. Stat.
Band
425
Seite(n)
301--321
Page URI
https://pub.uni-bielefeld.de/record/2969767

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Wahl M. Van Trees inequality, group equivariance, and estimation of principal subspaces. In: Foundations of modern statistics. Springer Proc. Math. Stat. Vol 425. Cham: Springer; 2023: 301--321.
Wahl, M. (2023). Van Trees inequality, group equivariance, and estimation of principal subspaces. Foundations of modern statistics, Springer Proc. Math. Stat., 425, 301--321. Cham: Springer. https://doi.org/10.1007/978-3-031-30114-8\_8
Wahl, Martin. 2023. “Van Trees inequality, group equivariance, and estimation of principal subspaces”. In Foundations of modern statistics, 425:301--321. Springer Proc. Math. Stat. Cham: Springer.
Wahl, M. (2023). “Van Trees inequality, group equivariance, and estimation of principal subspaces” in Foundations of modern statistics Springer Proc. Math. Stat., vol. 425, (Cham: Springer), 301--321.
Wahl, M., 2023. Van Trees inequality, group equivariance, and estimation of principal subspaces. In Foundations of modern statistics. Springer Proc. Math. Stat. no.425 Cham: Springer, pp. 301--321.
M. Wahl, “Van Trees inequality, group equivariance, and estimation of principal subspaces”, Foundations of modern statistics, Springer Proc. Math. Stat., vol. 425, Cham: Springer, 2023, pp.301--321.
Wahl, M.: Van Trees inequality, group equivariance, and estimation of principal subspaces. Foundations of modern statistics. Springer Proc. Math. Stat. 425, p. 301--321. Springer, Cham (2023).
Wahl, Martin. “Van Trees inequality, group equivariance, and estimation of principal subspaces”. Foundations of modern statistics. Cham: Springer, 2023.Vol. 425. Springer Proc. Math. Stat. 301--321.
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