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Optimal prediction in the linearly transformed spiked model

Optimal prediction in the linearly transformed spiked model

7 September 2017
Edgar Dobriban
W. Leeb
A. Singer
ArXivPDFHTML

Papers citing "Optimal prediction in the linearly transformed spiked model"

2 / 2 papers shown
Title
Rapid evaluation of the spectral signal detection threshold and
  Stieltjes transform
Rapid evaluation of the spectral signal detection threshold and Stieltjes transform
W. Leeb
27
7
0
26 Apr 2019
Optimal spectral shrinkage and PCA with heteroscedastic noise
Optimal spectral shrinkage and PCA with heteroscedastic noise
Qiangqiang Wu
Yanjie Liang
25
25
0
06 Nov 2018
1