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math.ST2017
Efficient Estimation of Linear Functionals of Principal Components
Vladimir Koltchinskii, Matthias Löffler, Richard Nickl
We study principal component analysis (PCA) for mean zero i.i.d. Gaussian observations in a separable Hilbert space with unknown covariance operator $…
math.ST2017
Constructing confidence sets for the matrix completion problem
Alexandra Carpentier, Olga Klopp, Matthias Löffler
In the present note we consider the problem of constructing honest and adaptive confidence sets for the matrix completion problem. For the Bernoulli model with known variance of th…