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math.ST2018
Detection limits in the high-dimensional spiked rectangular model
Ahmed El Alaoui, Michael I. Jordan
We study the problem of detecting the presence of a single unknown spike in a rectangular data matrix, in a high-dimensional regime where the spike has fixed strength and the aspec…
math.ST2017★ 18 cited
Finite Size Corrections and Likelihood Ratio Fluctuations in the Spiked Wigner Model
Ahmed El Alaoui, Florent Krzakala, Michael I. Jordan
In this paper we study principal components analysis in the regime of high dimensionality and high noise. Our model of the problem is a rank-one deformation of a Wigner matrix wher…