Spectral Smoothing via Random Matrix Perturbations

10 Jul 2015 Jacob Abernethy Chansoo Lee Ambuj Tewari

We consider stochastic smoothing of spectral functions of matrices using perturbations commonly studied in random matrix theory. We show that a spectral function remains spectral when smoothed using a unitarily invariant perturbation distribution... (read more)

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Dimensionality Reduction