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math.ST2026
Fixed-order PCA: Theory for Overestimated Factor Models
Yuan Liao, Xin Tong, Wanjie Wang +1
We develop asymptotic theory for principal component analysis (PCA) of a high-dimensional factor model in which the working dimension is fixed and only required to satisfy $R \…
math.ST2024
Uniform error bound for PCA matrix denoising
Xin T. Tong, Wanjie Wang, Yuguan Wang
Principal component analysis (PCA) is a simple and popular tool for processing high-dimensional data. We investigate its effectiveness for matrix denoising. We consider the clean d…