Normal approximation and concentration of spectral projectors of sample covariance (Q524452): Difference between revisions
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Revision as of 21:30, 12 February 2024
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| English | Normal approximation and concentration of spectral projectors of sample covariance |
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Normal approximation and concentration of spectral projectors of sample covariance (English)
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2 May 2017
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sample covariance
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spectral projectors
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effective rank
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principal component analysis
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concentration inequalities
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normal approximation
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perturbation theory
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