A subspace estimator for fixed rank perturbations of large random matrices.
Walid HachemPhilippe LoubatonXavier MestreJamal NajimPascal ValletPublished in: J. Multivar. Anal. (2013)
Keyphrases
- covariance matrices
- maximum likelihood
- singular values
- least squares
- eigendecomposition
- principal component analysis
- subspace learning
- central limit theorem
- error estimation
- low dimensional
- subspace methods
- linear subspace
- face recognition
- subspace clustering
- high dimensional data
- fixed number
- high dimensional
- rank order
- low rank approximation
- projection matrix
- convex optimization
- singular value decomposition
- nearest neighbor
- feature extraction
- affinity matrix
- coefficient matrix
- image sequences