Coherence-free Entrywise Estimation of Eigenvectors in Low-rank Signal-plus-noise Matrix Models

• Main Authors: Yan, Hao, Levin, Keith
• Format: Journal Article
• Language: English
• Published: 31.10.2024
• Subjects: Mathematics - Statistics Theory; Statistics - Theory

Spectral methods are widely used to estimate eigenvectors of a low-rank signal matrix subject to noise. These methods use the leading eigenspace of an observed matrix to estimate this low-rank signal. Typically, the entrywise estimation error of these methods depends on the coherence of the low-rank...