This paper addresses the problem of reconstructing a low-rank signal matrix observed with additive Gaussian noise. We first establish that, under mild assumptions, one can restrict attention to orthogonally equivariant reconstruction methods, which act only on the singular values of the observed...

We obtain Vapnik-Chervonenkis type upper bounds for the uniform deviation of probabilities from their expectations. The bounds sharpen previously known probability inequalities.

We derive a new inequality for uniform deviations of averages from their means. The inequality is a common generalization of previous results of Vapnik and Chervonenkis [1974, Theory of Pattern Recognition. Nauka, Moscow] and Pollard [1995, Uniform ratio limit theorems for empirical processes,...