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stat.ME2025
How weak are weak factors? Uniform inference for signal strength in signal plus noise models
Anna Bykhovskaya, Vadim Gorin, Sasha Sodin
The paper analyzes four classical signal-plus-noise models: the factor model, spiked sample covariance matrices, the sum of a Wigner matrix and a low-rank perturbation, and canonic…
stat.ME2024★ 1 cited
Canonical Correlation Analysis: review
Anna Bykhovskaya, Vadim Gorin
For over a century canonical correlations, variables, and related concepts have been studied across various fields, with contributions dating back to Jordan [1875] and Hotelling [1…