71 citations · 77 across the 5 of their papers we have counts for
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Local Asymptotic Normality of the spectrum of high-dimensional spiked F-ratios
Prathapasinghe Dharmawansa, Iain M. Johnstone, Alexei Onatski
We consider two types of spiked multivariate F distributions: a scaled distribution with the scale matrix equal to a rank-one perturbation of the identity, and a distribution with…
Joint density of eigenvalues in spiked multivariate models
Prathapasinghe Dharmawansa, Iain M. Johnstone
The classical methods of multivariate analysis are based on the eigenvalues of one or two sample covariance matrices. In many applications of these methods, for example to high dim…
Minimax bounds for sparse PCA with noisy high-dimensional data
Aharon Birnbaum, Iain M. Johnstone, Boaz Nadler +1
We study the problem of estimating the leading eigenvectors of a high-dimensional population covariance matrix based on independent Gaussian observations. We establish a lower boun…
Augmented sparse principal component analysis for high dimensional data
Debashis Paul, Iain M. Johnstone
We study the problem of estimating the leading eigenvectors of a high-dimensional population covariance matrix based on independent Gaussian observations. We establish lower bounds…