Martin Wahl

activity

20122026

most citedHigh-probability bounds for the reconstruction error of PCA

8 citations · 22 across the 19 of their papers we have counts for

collaborators

Showing 2021Show all

2 papers · 1 filter

math.ST2021

Functional estimation in log-concave location families

Vladimir Koltchinskii, Martin Wahl

Let ${P_{θ} : θ \in R^{d}}$ be a log-concave location family with $P_{θ} (d x) = e^{- V (x - θ)} d x,$ where $V : R^{d} \mapsto R$ is a known convex function and let $X_1,\…

math.ST2021

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

Martin Wahl

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 t…