On the Concentration of Spectral Properties

Abstract

We consider the problem of measuring the eigenvalues of a ran(cid:173) domly drawn sample of points. We show that these values can be reliably estimated as can the sum of the tail of eigenvalues. Fur(cid:173) thermore, the residuals when data is projected into a subspace is shown to be reliably estimated on a random sample. Experiments are presented that confirm the theoretical results.

Cite

Text

Shawe-Taylor et al. "On the Concentration of Spectral Properties." Neural Information Processing Systems, 2001.

Markdown

[Shawe-Taylor et al. "On the Concentration of Spectral Properties." Neural Information Processing Systems, 2001.](https://mlanthology.org/neurips/2001/shawetaylor2001neurips-concentration/)

BibTeX

@inproceedings{shawetaylor2001neurips-concentration,
  title     = {{On the Concentration of Spectral Properties}},
  author    = {Shawe-Taylor, John and Cristianini, Nello and Kandola, Jaz S.},
  booktitle = {Neural Information Processing Systems},
  year      = {2001},
  pages     = {511-517},
  url       = {https://mlanthology.org/neurips/2001/shawetaylor2001neurips-concentration/}
}