Establishes statistical and computational optimality thresholds for common subspace estimation and inference under varying SNR regimes, including an impossibility result for adaptive confidence intervals below strong inference SNR.
Levina , Elizaveta E
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Statistically and Computationally Optimal Estimation and Inference of Common Subspaces
Establishes statistical and computational optimality thresholds for common subspace estimation and inference under varying SNR regimes, including an impossibility result for adaptive confidence intervals below strong inference SNR.