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Author:

Qi, Xinyu (Qi, Xinyu.) | Wang, Jinru (Wang, Jinru.) | Shao, Jiating (Shao, Jiating.)

Indexed by:

Scopus SCIE

Abstract:

This paper considers the minimax perturbation bounds of the low-rank matrix under Ky Fan norm. We first explore the upper bounds via the best rank-r approximation (A) over cap (r) of the observation matrix (A) over cap. Next, the lower bounds are established by constructing special matrix groups to show the upper bounds are tight on the low-rank matrix estimation error. In addition, we derive the rate-optimal perturbation bounds for the left and right singular subspaces under Ky Fan norm sin Theta distance. Finally, some simulations have been carried out to support our theories.

Keyword:

low-rank matrix estimation perturbation theory Ky Fan norm sin Theta distance singular value decomposition

Author Community:

  • [ 1 ] [Qi, Xinyu]Beijing Univ Technol, Coll Math, Fac Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Wang, Jinru]Beijing Univ Technol, Coll Math, Fac Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Shao, Jiating]Beijing Univ Technol, Coll Math, Fac Sci, Beijing 100124, Peoples R China

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Source :

AIMS MATHEMATICS

Year: 2022

Issue: 5

Volume: 7

Page: 7595-7605

2 . 2

JCR@2022

2 . 2 0 0

JCR@2022

JCR Journal Grade:1

CAS Journal Grade:3

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 0

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