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Sharp minimax rate for central-space estimation in the low-signal SIR regime
Sourced from the work of Dongming Huang, Songtao Tian, Qian Lin
§ Problem Statement
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§ Discussion
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§ Significance & Implications
§ Known Partial Results
§ References
[1]
On the Structural Dimension of Sliced Inverse Regression
Dongming Huang, Songtao Tian, Qian Lin (2023)
Annals of Statistics (to appear)
📍 Section 3 (“Small gSNR with a large structural dimension”), opening paragraph immediately before Section 3.1 (the sentence “Lin et al. (2021) has made a conjecture that the minimax optimal rate … is inverse proportional to the gSNR”); no numbered conjecture/remark in this paper.
Source paper where this problem appears.