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math.ST2021★ 4 cited
Minimax Estimation of Linear Functions of Eigenvectors in the Face of Small Eigen-Gaps
Gen Li, Changxiao Cai, H. Vincent Poor +1
Eigenvector perturbation analysis plays a vital role in various data science applications. A large body of prior works, however, focused on establishing eigenvector pert…
math.ST2019★ 6 cited
Subspace Estimation from Unbalanced and Incomplete Data Matrices: Statistical Guarantees
Changxiao Cai, Gen Li, Yuejie Chi +2
This paper is concerned with estimating the column space of an unknown low-rank matrix , given noisy and partial observatio…