Phase transition conjecture for PCA subspace and score recovery
Phase transition conjecture for PCA subspace and score recovery
Let with and for . Let and be the quantities defined in the paper, and let be the th principal component and the corresponding normalized score vector. Phase transition conjecture. If , then
This predicts that both principal-component and score-vector recovery vanish at the phase transition , extending the positive-recovery formulas to the regime where .
Sources & referencesView supporting material
Primary source
David Hong, Laura Balzano and Jeffrey A. Fessler, “Asymptotic performance of PCA for high-dimensional heteroscedastic data”, arXiv:1703.06610 (2018).
Progress summary
Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.
Solutions 0
Sign in to submit a solution.
No solutions have been posted yet.