An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation

zbMath1473.15015arXiv1603.03516MaRDI QIDQ4558538

Yiqiao Zhong, Jianqing Fan, Wei-Chen Wang

Publication date: 22 November 2018

Full work available at URL: https://arxiv.org/abs/1603.03516

zbMATH Keywords

sparsityincoherencelow-rank matricesapproximate factor modelmatrix perturbation theory

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Learning and adaptive systems in artificial intelligence (68T05) Eigenvalues, singular values, and eigenvectors (15A18) Perturbation theory of linear operators (47A55) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

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