Joint estimation of high-dimensional spiked covariance matrices via a partially shared subspace

arXiv:2607.08123 · stat.ME, stat.AP, stat.ML · Submitted 2026-07-09 · Read on arXiv

Changwon Yoon, Minwoo Kim, Sungkyu Jung, Jeongyoun Ahn

stat.ME, stat.AP, stat.ML

Submitted: 2026-07-09

Comments: 34 pages, 4 figures

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Accuracy — 13× in this paper · explained in 1 episode
• Transfer Learning — 8× in this paper · explained in 16 episodes
• Orthogonal Projection — 5× in this paper · explained in 2 episodes
• Benchmark — 3× in this paper · explained in 2 episodes
• Consistency — 3× in this paper · explained in 3 episodes
• Robustness — 3× in this paper · explained in 6 episodes
• Core — 2× in this paper · explained in 2 episodes
• Fixed Point — 2× in this paper · explained in 2 episodes
• Phase Transition — 2× in this paper · explained in 3 episodes
• Computational Biology — 1× in this paper · explained in 2 episodes
• Decoupling — 1× in this paper · explained in 2 episodes
• Generalization — 1× in this paper · explained in 14 episodes
• Generative AI — 1× in this paper · explained in 2 episodes
• Objective Function — 1× in this paper · explained in 2 episodes
• Sparsity — 1× in this paper · explained in 5 episodes
• Stiefel Manifold — 1× in this paper · explained in 3 episodes
• Theoretical Guarantees — 1× in this paper · explained in 2 episodes
• Trace — 1× in this paper · explained in 2 episodes
• Unsupervised Learning — 1× in this paper · explained in 2 episodes

Sources

• Contrastive Dimension Reduction: A Systematic Review
• TL-PCA: Transfer Learning of Principal Component Analysis
• Knowledge Transfer across Multiple Principal Component Analysis Studies

Related papers

• Doubly robust inference via calibration
• Bayesian Empirical Bayes: Simultaneous Inference from Probabilistic Symmetries
• Weak-Form Recovery of Stochastic Generators
• Optimal Watermark Localization in Mixed-Source Large Language Model Texts
• Optimized Conformal Selection: Powerful Selective Inference After Data-Dependent Score Construction
• Small area learning