High-probability bounds for the reconstruction error of PCA

Autor:	Milbradt, Cassandra, Wahl, Martin
Rok vydání:	2019
Předmět:	Mathematics - Statistics Theory 62H25
Druh dokumentu:	Working Paper
DOI:	10.1016/j.spl.2020.108741
Popis:	We derive high-probability bounds for the reconstruction error of PCA in infinite dimensions. We apply our bounds in the case that the eigenvalues of the covariance operator satisfy polynomial or exponential upper bounds. Comment: 10 pages, to appear in Statistics & Probability Letters
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1909.10787 Zobrazit plný text záznamu View this record from Arxiv