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OPTIMALITY AND SUB-OPTIMALITY OF PCA I: SPIKED RANDOM MATRIX MODELS

Perry, A; Wein, AS; Bandeira, AS; Moitra, A

Perry, A (reprint author), MIT, Dept Math, 77 Massachusetts Ave, Cambridge, MA 02139 USA.

ANNALS OF STATISTICS, 2018; 46 (5): 2416

Abstract

A central problem of random matrix theory is to understand the eigen-values of spiked random matrix models, introduced by Johnstone, in which a promin......

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