High-probability bounds for the reconstruction error of PCA
Statistics Theory
2020-02-26 v2 Statistics Theory
Abstract
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 satisfy polynomial or exponential upper bounds.
Keywords
Cite
@article{arxiv.1909.10787,
title = {High-probability bounds for the reconstruction error of PCA},
author = {Cassandra Milbradt and Martin Wahl},
journal= {arXiv preprint arXiv:1909.10787},
year = {2020}
}
Comments
10 pages, to appear in Statistics & Probability Letters