{"paper":{"title":"Minimax Rates of Estimation for Sparse PCA in High Dimensions","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.LG","math.ST","stat.TH"],"primary_cat":"stat.ML","authors_text":"Jing Lei, Vincent Q. Vu","submitted_at":"2012-02-03T17:44:36Z","abstract_excerpt":"We study sparse principal components analysis in the high-dimensional setting, where $p$ (the number of variables) can be much larger than $n$ (the number of observations). We prove optimal, non-asymptotic lower and upper bounds on the minimax estimation error for the leading eigenvector when it belongs to an $\\ell_q$ ball for $q \\in [0,1]$. Our bounds are sharp in $p$ and $n$ for all $q \\in [0, 1]$ over a wide class of distributions. The upper bound is obtained by analyzing the performance of $\\ell_q$-constrained PCA. In particular, our results provide convergence rates for $\\ell_1$-constrain"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1202.0786","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}