Matrices with Gaussian noise: optimal estimates for singular subspace perturbation

DOI10.1109/TIT.2023.3331010MaRDI QIDQ6576108zbMATH OpenFDO

Authors Sean Myles O'Rourke, Vu van, Ke Wang

Publication date 22 July 2024

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.2023.3331010

zbMATH Keywords

stochastic version of the Davis-Kahan-Wedin theorem

Mathematics Subject Classification ID

Stochastic matrices (15B51) Random matrices (probabilistic aspects) (60B20) Factor analysis and principal components; correspondence analysis (62H25) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(3)

• Uniform error bound for PCA matrix denoising
• Analysis of singular subspaces under random perturbations
• Estimating eigenvectors and eigenspaces of covariance matrices: Optimal Bounds and Conditions for Consistency

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