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2018 COLT COLT 2018

Detection limits in the high-dimensional spiked rectangular model

🌉 Interdisciplinary Bridge — Machine Learning and Mathematics & Optimization
🐝 Cross-Pollinator — Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Healthcare & Medicine, Interdisciplinary, Knowledge & Reasoning, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning, Security & Privacy, Speech & Audio

Authors

Ahmed El Alaoui , Michael I. Jordan

Topics

Machine Learning > Optimization & Theory > Statistical Learning Mathematics & Optimization > Mathematics > Probability

Keywords

high-dimensional statistics signal detection random matrix theory likelihood ratio test spiked covariance model
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