Singular vector and singular subspace distribution for the matrix denoising model
نویسندگان
چکیده
In this paper, we study the matrix denoising model $Y=S+X$, where $S$ is a low rank deterministic signal and $X$ random noise matrix, both are $M\times n$. scenario that $M$ $n$ comparably large signals supercritical, fluctuation of outlier singular vectors $Y$, under fully general assumptions on structure distribution $X$. More specifically, derive limiting angles between principal $Y$ their counterparts, $S$. Further, also distance subspace spanned by It turns out distributions depend $X$, thus they nonuniversal. Statistical applications our results to vector inferences discussed.
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ژورنال
عنوان ژورنال: Annals of Statistics
سال: 2021
ISSN: ['0090-5364', '2168-8966']
DOI: https://doi.org/10.1214/20-aos1960