Matches in SemOpenAlex for { <https://semopenalex.org/work/W2893930109> ?p ?o ?g. }
- W2893930109 abstract "In this paper, we study the matrix denosing model $Y=S+X$, where $S$ is a low-rank deterministic signal matrix and $X$ is a random noise matrix, and both are $Mtimes n$. In the scenario that $M$ and $n$ are comparably large and the signals are supercritical, we study the fluctuation of the outlier singular vectors of $Y$. More specifically, we derive the limiting distribution of angles between the principal singular vectors of $Y$ and their deterministic counterparts, the singular vectors of $S$. Further, we also derive the distribution of the distance between the subspace spanned by the principal singular vectors of $Y$ and that spanned by the singular vectors of $S$. It turns out that the limiting distributions depend on the structure of the singular vectors of $S$ and the distribution of $X$, and thus they are non-universal." @default.
- W2893930109 created "2018-10-05" @default.
- W2893930109 creator A5026906414 @default.
- W2893930109 creator A5054237838 @default.
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- W2893930109 date "2018-09-27" @default.
- W2893930109 modified "2023-09-24" @default.
- W2893930109 title "Singular vector and singular subspace distribution for the matrix denoising model" @default.
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- W2893930109 doi "https://doi.org/10.48550/arxiv.1809.10476" @default.
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