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Singular Vector Perturbation under Gaussian Noise
Singular Vector Perturbation Gaussian Noise
2012/9/18
We study the following problem: when a low rank matrix is perturbed by Gaus-sian noise, what is the distribution of the induced (by singular value decompostion) perturbation on its singular vectors? I...
Making Tensor Factorizations Robust to Non-Gaussian Noise
Making Tensor Factorizations Robust Non-Gaussian Noise
2010/10/19
Tensors are multi-way arrays, and the Candecomp/Parafac (CP) tensor factorization has found application in many different domains. The CP model is typically fit using a least squares objective functio...