ترغب بنشر مسار تعليمي؟ اضغط هنا

Relative perturbation bounds with applications to empirical covariance operators

55   0   0.0 ( 0 )
 نشر من قبل Martin Wahl
 تاريخ النشر 2018
  مجال البحث
والبحث باللغة English




اسأل ChatGPT حول البحث

The goal of this paper is to establish relative perturbation bounds, tailored for empirical covariance operators. Our main results are expansions for empirical eigenvalues and spectral projectors, leading to concentration inequalities and limit theorems. Our framework is very general, allowing for a huge variety of stationary, ergodic sequences, requiring only $p > 4$ moments. One of the key ingredients is a specific separation measure for population eigenvalues, which we call the relative rank. Developing a new algebraic approach for relative perturbations, we show that this relative rank gives rise to necessary and sufficient conditions for our concentration inequalities and limit theorems.



قيم البحث

اقرأ أيضاً

A basic problem in operator theory is to estimate how a small perturbation effects the eigenspaces of a self-adjoint compact operator. In this paper, we prove upper bounds for the subspace distance, taylored for structured random perturbations. As a main example, we consider the empirical covariance operator, and show that a sharp bound can be achieved under a relative gap condition. The proof is based on a novel contraction phenomenon, contrasting previous spectral perturbation approaches.
We explore asymptotically optimal bounds for deviations of Bernoulli convolutions from the Poisson limit in terms of the Shannon relative entropy and the Pearson $chi^2$-distance. The results are based on proper non-uniform estimates for densities. T hey deal with models of non-homogeneous, non-degenerate Bernoulli distributions.
We explore asymptotically optimal bounds for deviations of distributions of independent Bernoulli random variables from the Poisson limit in terms of the Shannon relative entropy and Renyi/Tsallis relative distances (including Pearsons $chi^2$). This part generalizes the results obtained in Part I and removes any constraints on the parameters of the Bernoulli distributions.
Many results in the theory of Gaussian processes rely on the eigenstructure of the covariance operator. However, eigenproblems are notoriously hard to solve explicitly and closed form solutions are known only in a limited number of cases. In this pap er we set up a framework for the spectral analysis of the fractional type covariance operators, corresponding to an important family of processes, which includes the fractional Brownian motion and its noise. We obtain accurate asymptotic approximations for the eigenvalues and the eigenfunctions. Our results provide a key to several problems, whose solution is long known in the standard Brownian case, but was missing in the more general fractional setting. This includes computation of the exact limits of $L^2$-small ball probabilities and asymptotic analysis of singularly perturbed integral equations, arising in mathematical physics and applied probability.
We prove quantitative norm bounds for a family of operators involving impedance boundary conditions on convex, polygonal domains. A robust numerical construction of Helmholtz scattering solutions in variable media via the Dirichlet-to-Neumann operato r involves a decomposition of the domain into a sequence of rectangles of varying scales and constructing impedance-to-impedance boundary operators on each subdomain. Our estimates in particular ensure the invertibility, with quantitative bounds in the frequency, of the merge operators required to reconstruct the original Dirichlet-to-Neumann operator in terms of these impedance-to-impedance operators of the sub-domains. A key step in our proof is to obtain Neumann and Dirichlet boundary trace estimates on solutions of the impedance problem, which are of independent interest. In addition to the variable media setting, we also construct bounds for similar merge operators in the obstacle scattering problem.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا