Problem
Research questions and friction points this paper is trying to address.
Bias-Corrected Subspace Intersection
Multi-View Data
JIVE model
Empirical Singular Vectors
Leakage
Bias-Corrected Subspace Intersection: Minimax-Optimal Shared Subspace Estimation in Multi-View Data
📝 Abstract
Estimating a low-dimensional subspace shared across noisy data matrices is a fundamental problem in multi-view matrix estimation. We study this problem under the two-view JIVE model, where each data matrix contains shared and view-specific low-rank components. We demonstrate that standard plug-in subspace intersection, including AJIVE, suffers from a second-order bias caused by direction-dependent leakage of the empirical singular vectors. We propose bias-corrected subspace intersection (BCSI), which removes this bias before estimating the shared subspace. We establish finite-sample risk bounds for BCSI that accommodate unequal view dimensions, signal strengths, and view-specific ranks and require no condition-number assumptions on the signal matrices. When the shared and view-specific ranks are comparable, these bounds match our minimax lower bounds up to universal constants. The resulting minimax rate contains a new second-order term, arising from quadratic leakage perturbations relative to the shrinking spectral gap when the view-specific subspaces are nearly aligned. This term is absent from previous JIVE minimax lower bounds. Numerical experiments demonstrate the advantage of BCSI over AJIVE when the leakage bias is pronounced. Along the way, we establish a nonasymptotic concentration result for the bias-corrected leakage Gram matrix of a rectangular spiked matrix, which may be of independent interest.
Innovation
Methods, ideas, or system contributions that make the work stand out.
Bias-Corrected Subspace Intersection (BCSI)
Minimax-Optimal
Finite-Sample Risk Bounds
Second-Order Bias
Leakage Gram Matrix
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