Signal-plus-noise matrix models: eigenvector deviations and fluctuations

12 Sep 2018 Cape Joshua Tang Minh Priebe Carey E.

Estimating eigenvectors and low-dimensional subspaces is of central importance for numerous problems in statistics, computer science, and applied mathematics. This paper characterizes the behavior of perturbed eigenvectors for a range of signal-plus-noise matrix models encountered in both statistical and random matrix theoretic settings... (read more)

PDF Abstract
No code implementations yet. Submit your code now

Categories


  • STATISTICS THEORY
  • STATISTICS THEORY