Timeline for Perturbation bound for SVD (denoising for a low-rank matrix)
Current License: CC BY-SA 4.0
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Oct 12, 2020 at 21:12 | history | edited | Holden Lee | CC BY-SA 4.0 |
added 11 characters in body
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Oct 12, 2020 at 21:11 | answer | added | Holden Lee | timeline score: 2 | |
Oct 8, 2020 at 17:45 | comment | added | Sandeep Silwal | If you care mostly about the random case, then random perturbations are often a lot better than deterministic bounds like weyl's inequality or the davis-kahan theorem. A reference is this paper by Van vu that gives bounds on how singular vectors change from random perturbations is this: arxiv.org/pdf/1004.2000.pdf. I'm sure there are other related works that can be found by looking at the papers that cite this. | |
Oct 8, 2020 at 17:27 | comment | added | Holden Lee | Related: mathoverflow.net/questions/312536/… (but the question there is asked in a confusing way), stats.stackexchange.com/questions/371233/… | |
Oct 8, 2020 at 17:24 | history | asked | Holden Lee | CC BY-SA 4.0 |