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A.5 Extremal partial trace Lemma A.5.For anyk≤dand two matricesQ∈St d k(R),Σ∈R d×d symmetric positive definite, we have dX i=d−k+1 λi(Σ)≤Tr(Q ⊤ΣQ)≤ kX i=1 λi(Σ).(19) Proof

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Near-optimal Rank Adaptive Inference of High Dimensional Matrices

cs.IT · 2025-10-09 · unverdicted · novelty 6.0

Derives instance-specific lower bounds on sample complexity for rank-adaptive matrix estimation and proposes a least-squares plus universal singular-value-thresholding algorithm whose finite-sample error nearly matches those bounds.

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  • Near-optimal Rank Adaptive Inference of High Dimensional Matrices cs.IT · 2025-10-09 · unverdicted · none · ref 47

    Derives instance-specific lower bounds on sample complexity for rank-adaptive matrix estimation and proposes a least-squares plus universal singular-value-thresholding algorithm whose finite-sample error nearly matches those bounds.