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Extension of weighted-loss spiked-model asymptotics beyond orthogonally invariant noise
Let and be the residual unit singular vectors arising in the spiked-model decomposition, and let be a matrix. The relevan…
Extension of weighted-loss spiked-model asymptotics beyond orthogonally invariant noise
Let and be the residual unit singular vectors arising in the spiked-model decomposition, and let be a matrix. The relevan…