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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...

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Detalles Bibliográficos
Autores principales:	Fan, Jianqing, Wang, Weichen, Zhong, Yiqiao
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	2018
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6867801/ https://www.ncbi.nlm.nih.gov/pubmed/31749664

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