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An [Formula: see text] Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation
In statistics and machine learning, we are interested in the eigenvectors (or singular vectors) of certain matrices (e.g. covariance matrices, data matrices, etc). However, those matrices are usually perturbed by noises or statistical errors, either from random sampling or structural patterns. The D...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
2018
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6867801/ https://www.ncbi.nlm.nih.gov/pubmed/31749664 |