2 papers
math.ST2021
Detection of Signal in the Spiked Rectangular Models
Ji Hyung Jung, Hye Won Chung, Ji Oon Lee
We consider the problem of detecting signals in the rank-one signal-plus-noise data matrix models that generalize the spiked Wishart matrices. We show that the principal component…
math.ST2020
Weak Detection in the Spiked Wigner Model with General Rank
Ji Hyung Jung, Hye Won Chung, Ji Oon Lee
We study the statistical decision process of detecting the signal from a `signal+noise' type matrix model with an additive Wigner noise. We propose a hypothesis test based on the l…