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most citedParticle Filtering Convergence Results for Radiation Source Detection

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math.NA2018

A Probabilistic Subspace Bound with Application to Active Subspaces

John T. Holodnak, Ilse C. F. Ipsen, Ralph C. Smith

Given a real symmetric positive semi-definite matrix E, and an approximation S that is a sum of n independent matrix-valued random variables, we present bounds on the relative erro…