Matrices with Gaussian noise: optimal estimates for singular subspace perturbation

DOI10.1109/tit.2023.3331010zbMath1547.62078MaRDI QIDQ6576108

Vu van, Ke Wang, Sean Myles O'Rourke

Publication date: 22 July 2024

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

stochastic version of the Davis-Kahan-Wedin theorem

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Random matrices (probabilistic aspects) (60B20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic matrices (15B51)

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