Asymmetry Helps: Eigenvalue and Eigenvector Analyses of Asymmetrically Perturbed Low-Rank Matrices
非对称性何以有益:非对称扰动低秩矩阵的特征值与特征向量分析
This paper is concerned with the interplay between statistical asymmetry and spectral methods. Suppose we are interested in estimating a rank-1 and symmetric matrix $\mathbf{M}^{\star}\in \mathbb{R}^{n\times n}$, yet only a randomly perturbed version $\mathbf{M}$ is observed. The noise matrix $\mathbf{M}-\mathbf{M}^{\star}$ is composed of zero-mean independent (but not necessarily homoscedastic) entries and is, therefore, not symmetric in general. This might arise, for…