The two-to-infinity norm and singular subspace geometry with applications to high-dimensional statistics

DOI10.1214/18-AOS1752zbMath1470.62065arXiv1705.10735OpenAlexW2966291568WikidataQ114060556 ScholiaQ114060556MaRDI QIDQ2328047

Joshua Cape, Minh Tang, Carey E. Priebe

Publication date: 9 October 2019

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.10735

zbMATH Keywords

singular value decompositionprincipal component analysisspectral methodshigh-dimensional statisticsProcrustes analysiseigenvector perturbation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and spectral analysis (62M15)

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