Detection limits in the high-dimensional spiked rectangular model

Ahmed El Alaoui, Michael I. Jordan. Detection limits in the high-dimensional spiked rectangular model. In Sébastien Bubeck, Vianney Perchet, Philippe Rigollet, editors, Conference On Learning Theory, COLT 2018, Stockholm, Sweden, 6-9 July 2018. Volume 75 of Proceedings of Machine Learning Research, pages 410-438, PMLR, 2018. [doi]

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