On the Concentration of Spectral Properties
John S. Shawe-Taylor, Nello Cristianini, Jaz Kandola · The MIT Press eBooks · 2002
We consider the problem of measuring the eigenvalues of a randomly drawn sample of points. We show that these values can be reliably estimated as can the sum of the tail of eigenvalues. Fur-thermore. the residuals when data is projected into a subspace is shown to be reliably estimated 011 a random sample. Experiments are presented that confirm the theoretical results. John Sha we- Taylor.