18 citations · 94 across the 21 of their papers we have counts for
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Detection problems in the spiked matrix models
Ji Hyung Jung, Hye Won Chung, Ji Oon Lee
We study the statistical decision process of detecting the low-rank signal from various signal-plus-noise type data matrices, known as the spiked random matrix models. We first sho…
Asymptotic Normality of Log Likelihood Ratio and Fundamental Limit of the Weak Detection for Spiked Wigner Matrices
Hye Won Chung, Jiho Lee, Ji Oon Lee
We consider the problem of detecting the presence of a signal in a rank-one spiked Wigner model. For general non-Gaussian noise, assuming that the signal is drawn from the Rademach…
Detection of Signal in the Spiked Rectangular Models
Ji Hyung Jung, Hye Won Chung, Ji Oon Lee
We consider the problem of detecting signals in the rank-one signal-plus-noise data matrix models that generalize the spiked Wishart matrices. We show that the principal component…
Weak Detection in the Spiked Wigner Model with General Rank
Ji Hyung Jung, Hye Won Chung, Ji Oon Lee
We study the statistical decision process of detecting the signal from a `signal+noise' type matrix model with an additive Wigner noise. We propose a hypothesis test based on the l…
Weak detection in the spiked Wigner model
Hye Won Chung, Ji Oon Lee
We consider the weak detection problem in a rank-one spiked Wigner data matrix where the signal-to-noise ratio is small so that reliable detection is impossible. We propose a hypot…