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math.FA2019★ 2 cited
On the perturbation series for eigenvalues and eigenprojections
Martin Wahl
A standard perturbation result states that perturbed eigenvalues and eigenprojections admit a perturbation series provided that the operator norm of the perturbation is smaller tha…
math.ST2019
High-probability bounds for the reconstruction error of PCA
Cassandra Milbradt, Martin Wahl
We derive high-probability bounds for the reconstruction error of PCA in infinite dimensions. We apply our bounds in the case that the eigenvalues of the covariance operator satisf…