Jaehun Lee

collaborators

2 papers

math.ST2025

Signal detection from spiked noise via asymmetrization

Zhigang Bao, Kha Man Cheong, Jaehun Lee +1

The signal plus noise model $H = S + Y$ is a fundamental model in signal detection when a low rank signal $S$ is polluted by noise $Y$ . In the high-dimensional setting, one often uses…

math.PR2024

Phase transition for the bottom singular vector of rectangular random matrices

Zhigang Bao, Jaehun Lee, Xiaocong Xu

In this paper, we consider the rectangular random matrix $X = (x_{ij}) \in R^{N \times n}$ whose entries are iid with tail $P (∣ x_{ij} ∣ > t) \sim t^{- α}$ for some $α > 0$ .…