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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.
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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
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WoS CC Cited Count: 0
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ESI Highly Cited Papers on the List: 0 Unfold All
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30 Days PV: 0
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