Minimax error bound for the column sparse principal subspace case
Minimax error bound for the column sparse principal subspace case
Let , and let estimate the principal subspace under the same conditions as in the column sparse upper-bound corollary, with replaced by . Write for the squared Frobenius subspace error. Minimax error bound for the column sparse case. There exists an estimator such that, with high probability,
and consequently the optimal minimax lower and upper bounds satisfy
This would close the gap between the existing column-sparse upper and lower bounds when is larger than the logarithmic regime; the source provides no resolution of the conjecture.
Sources & referencesView supporting material
Primary source
Vincent Q. Vu and Jing Lei, “Minimax sparse principal subspace estimation in high dimensions”, arXiv:1211.0373 (2014).
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