Robust Sub-Gaussian Principal Component Analysis
and Width-Independent Schatten Packing
Arun Jambulapati Jerry Li Kevin Tian
Stanford University Microsoft Research Stanford University
jmblpati@stanford.edu jerrl@microsoft.com kjtian@stanford.edu
Abstract
We develop two methods for the following fundamental statistical task: given
an -corrupted set of n samples from a d-dimensional sub- ...
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