8 citations · 22 across the 19 of their papers we have counts for
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math.ST2018★ 4 cited
A note on the prediction error of principal component regression
Martin Wahl
We analyse the prediction error of principal component regression (PCR) and prove non-asymptotic upper bounds for the corresponding squared risk. Under mild assumptions, we show th…
math.PR2018
Perturbation bounds for eigenspaces under a relative gap condition
Moritz Jirak, Martin Wahl
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…
math.PR2018
Relative perturbation bounds with applications to empirical covariance operators
Moritz Jirak, Martin Wahl
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 spec…