Review for NeurIPS paper: Adaptive Reduced Rank Regression

Additional Feedback: This paper suggests a reduced-rank regression (RRR) estimator suitable for the high-dimensional n p setting. The estimator is very simple and consists of two steps: (1) reduce X with PCA to Z; (2) do SVD on cross-covariance between Z and Y. The paper claims that this procedure has good statistical guarantees and outpeforms all existing competitors. It develops a detailed mathematical treatment (mostly in the Appendix) to provide some statistical guarantees on the performance. That said, I am not convinced that this paper provides a contribution of NeurIPS level.