- Series
- High-Dimensional Phenomena in Statistics and Machine Learning Seminar
- Time
- Tuesday, October 20, 2015 - 3:00pm for 1.5 hours (actually 80 minutes)
- Location
- Skiles 005
- Speaker
- Dong Xia – Georgia Inst. of Technology
- Organizer
- Karim Lounici
Let A be a mxn matrix with singular value decomposition
A=UDV', where the columns of U are left singular vectors and columns of V
are right singular vectors of A. Suppose X is a mxn noise matrix whose
entries are i.i.d. Gaussian random variables and consider A'=A+X. Let
u_k be the k-th left singular vector of A and u'_k be its counterpart of
A'. We develop sharp upper bounds for concentration of linear forms
for the right singular vectors of A'.The talk is based on a joint work with Vladimir Koltchinskii.