Analysis of singular subspaces under random perturbations
Ke Wang
What the paper says
We present a comprehensive analysis of singular vector and singular subspace perturbations in the signal-plus-noise matrix model with random Gaussian noise. Assuming a low-rank signal matrix, we extend the Davis–Kahan–Wedin theorem in a fully generalized manner, applicable to any unitarily invariant matrix norm, building on previous results by O’Rourke, Vu, and the author. Our analysis provides fine-grained insights, including ℓ∞ bounds for singular vectors, ℓ2,∞ bounds for singular subspaces, and results for linear and bilinear functions of singular vectors. Additionally, we derive ℓ2,∞ bounds on perturbed singular vectors, taking into account the weighting by their corresponding singular values. Finally, we explore practical implications of these results in the Gaussian mixture model and the submatrix localization problem.
Evidence weight
Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40
| F · citation impact | 0.50 × 0.4 = 0.20 |
| M · momentum | 0.50 × 0.15 = 0.07 |
| V · venue signal | 0.50 × 0.05 = 0.03 |
| R · text relevance † | 0.50 × 0.4 = 0.20 |
† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.