Augmented James--Stein estimation for leading eigenvectors and eigenspaces in high dimensions

Giheon Seong, Seungki Hong, Sungkyu Jung

Building on the James--Stein approach to leading eigenvector estimation (Goldberg and Kercheval, Proc. Natl. Acad. Sci. USA 120, e2207046120, 2023), we develop a data-adaptive augm…