6 papers
Estimating eigenvectors and eigenspaces of covariance matrices: Optimal Bounds and Conditions for Consistency
Phuc Tran, Van Vu
Let be a zero-mean random vector of large dimension () with (hidden) covariance matrix $M = (m_{ij})_{1 \leq i…
Improved Guarantees for Heterogeneous Treatment-Effect Estimation via Matrix Completion
Anay Mehrotra, Phuc Tran, Van H. Vu +1
A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on av…
Eigenvalue stability and new perturbation bounds for the extremal eigenvalues of a matrix
Phuc Tran, Van Vu
Let be a full ranked matrix, with singular values . The condition number is a k…
Matrices perturbed by random noise: The accuracy of low-rank approximation
Phuc Tran, Van Vu
Let be an matrix with rank and singular value decomposition where the are its singular values, ordered decreasingl…
Spectral Perturbation Bounds for Low-Rank Approximation with Applications to Privacy
Phuc Tran, Nisheeth K. Vishnoi, Van H. Vu
A central challenge in machine learning is to understand how noise or measurement errors affect low-rank approximations, particularly in the spectral norm. This question is especia…
Perturbation Bounds for Low-Rank Inverse Approximations under Noise
Phuc Tran, Nisheeth K. Vishnoi
Low-rank pseudoinverses are widely used to approximate matrix inverses in scalable machine learning, optimization, and scientific computing. However, real-world matrices are often…