False Discovery and its Control in Low Rank Estimation
低秩估计中的错误发现及其控制
Summary Models specified by low rank matrices are ubiquitous in contemporary applications. In many of these problem domains, the row–column space structure of a low rank matrix carries information about some underlying phenomenon, and it is of interest in inferential settings to evaluate the extent to which the row–column spaces of an estimated low rank matrix signify discoveries about the phenomenon. However, in contrast with variable selection, we lack a formal framework…