Minimax bounds for sparse PCA with noisy high-dimensional data

Paul, Debashis, Nadler, Boaz, Johnstone, Iain M., Birnbaum, Aharon . The Annals of Statistics 2013. 41 (3) :1055-1084

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Bibtex

@article{CIS-323694,
  Author = {Paul, Debashis and Nadler, Boaz and Johnstone, Iain M. and Birnbaum, Aharon},
  Title = {Minimax bounds for sparse PCA with noisy high-dimensional data},
  Journal = {The Annals of Statistics},
  Volume = {41},
  Number = {3},
  Year = {2013},
  Pages = {1055--1084},
  Keywords = {}
}

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