Euclidean Representation of Low-Rank Matrices and Its Geometric Properties

DOI10.1137/22m1489125zbMath1518.15031OpenAlexW4379513944MaRDI QIDQ6166054

Fangzheng Xie

Publication date: 6 July 2023

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/22m1489125

zbMATH Keywords

Euclidean representationlow-rank matrix manifoldCayley parameterizationintrinsic perturbation analysislow-rank matrix geometry

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Basic linear algebra (15A99) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sparse principal component analysis and iterative thresholding
• Multiplicative perturbation analysis for QR factorizations
• Minimax risk of matrix denoising by singular value thresholding
• The commutation matrix: Some properties and applications
• Spectral clustering and the high-dimensional stochastic blockmodel
• Relative perturbation bounds for the unitary polar factor
• High-dimensional analysis of semidefinite relaxations for sparse principal components
• Maximization of the sum of the trace ratio on the Stiefel manifold. II: computation
• Differentiable families of subspaces
• Riemannian geometry of Grassmann manifolds with a view on algorithmic computation
• New asymptotic results in principal component analysis
• Random perturbation of low rank matrices: improving classical bounds
• Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics
• Limit theorems for eigenvectors of the normalized Laplacian for random graphs
• On the distribution of the largest eigenvalue in principal components analysis
• Entrywise eigenvector analysis of random matrices with low expected rank
• Random orthogonal matrices and the Cayley transform
• The two-to-infinity norm and singular subspace geometry with applications to high-dimensional statistics
• Matrix estimation by universal singular value thresholding
• Optimal estimation and rank detection for sparse spiked covariance matrices
• Optimal shrinkage of eigenvalues in the spiked covariance model
• Minimax sparse principal subspace estimation in high dimensions
• Sparse PCA: optimal rates and adaptive estimation
• Exact matrix completion via convex optimization
• On Principal Angles between Subspaces of Euclidean Space
• Unitary orbits of Hermitian operators with convex or concave functions
• Relative Perturbation Theory: I. Eigenvalue and Singular Value Variations
• The Geometry of Algorithms with Orthogonality Constraints
• Relative Perturbation Theory: II. Eigenspace and Singular Subspace Variations
• Community Detection and Stochastic Block Models
• An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation
• Statistical inference on random dot product graphs: a survey
• A Consistent Adjacency Spectral Embedding for Stochastic Blockmodel Graphs
• Viewing Direction Estimation in Cryo-EM Using Synchronization
• Entrywise Estimation of Singular Vectors of Low-Rank Matrices With Heteroskedasticity and Dependence
• Optimal Bayesian estimation for random dot product graphs
• A useful variant of the Davis–Kahan theorem for statisticians
• The Power of Convex Relaxation: Near-Optimal Matrix Completion
• Eigenvalue Inequalities for Matrix Product
• Singular vectors under random perturbation
• Random Dot Product Graph Models for Social Networks
• Relative Perturbation Bounds for Positive Polar Factors of Graded Matrices
• Unitarily Invariant Metrics on the Grassmann Space
• DIFFERENTIAL GEOMETRY OF GRASSMANN MANIFOLDS
• The Rotation of Eigenvectors by a Perturbation. III
• Perturbation bounds in connection with singular value decomposition
• Signal-plus-noise matrix models: eigenvector deviations and fluctuations
• Large Covariance Estimation by Thresholding Principal Orthogonal Complements
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation