Singular Vector Perturbation Under Gaussian Noise
نویسندگان
چکیده
منابع مشابه
Singular Vector Perturbation Under Gaussian Noise
We perform a non-asymptotic analysis on the singular vector distribution under Gaussian noise. In particular, we provide sufficient conditions on a matrix for its first few singular vectors to have near normal distribution. Our result can be used to facilitate the error analysis in linear dimension reduction.
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Battista Biggio [email protected] Dept. of Electrical and Electronic Engineering University of Cagliari Piazza d’Armi, 09123, Cagliari, Italy and Blaine Nelson [email protected] Dept. of Mathematics and Natural Sciences Eberhard-Karls-Universität Tübingen Sand 1, 72076, Tübingen, Germany and Pavel Laskov [email protected] Dept. of Mathematics and Natura...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2015
ISSN: 0895-4798,1095-7162
DOI: 10.1137/130938177