Given finite i.i.d.~samples in a Hilbert space with zero mean and trace-class covariance operator $\Sigma$, the problem of recovering the spectral projectors of $\Sigma$ naturally arises in many applications. In this paper, we consider the problem of finding distributional approximations of the spectral projectors of the empirical covariance operator $\hat \Sigma$, and offer a dimension-free framework where the complexity is characterized by the so-called relative rank of $\Sigma$. In this setting, novel quantitative limit theorems and bootstrap approximations are presented subject only to mild conditions in terms of moments and spectral decay. In many cases, these even improve upon existing results in a Gaussian setting.
翻译:考虑到在Hilbert空间的有限i.i.d.~样本中,零平均值和微量级共差操作员$\Sigma$,恢复光谱投影仪$\Sigma$的问题自然在许多应用中产生。在本文中,我们考虑了寻找经验共差操作员的光谱投影仪的分布近似值$\hat\Sigma$的问题,并提供了一个无维框架,其复杂性的特征是所谓的相对等级$\Sigma$。在这个环境中,新的定量限制理论和靴子近似值在瞬间和光谱衰减方面只受到轻微条件的影响。在许多情况下,这些甚至比高斯环境的现有结果有所改善。