Tackling Small Eigen-Gaps: Fine-Grained Eigenvector Estimation and Inference Under Heteroscedastic Noise
Work
Year: 2021
Type: article
Abstract: This paper aims to address two fundamental challenges arising in eigenvector estimation and inference for a low-rank matrix from noisy observations: 1) how to estimate an unknown eigenvector when the ... more
Authors Cheng Chen, Yuting Wei, Yuxin Chen
Cites: 100
Cited by: 10
Related to: 10
FWCI: 1.185
Citation percentile (by year/subfield): 81.34
Subfield: Computational Mechanics
Field: Engineering
Domain: Physical Sciences
Open Access status: hybrid