Author

Yan-Ling Hu

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Preprint Sep 2026

Geometric Fluctuations of the $\sin\Theta$ Distance in High-Dimensional Principal Subspace Estimation

We investigate the geometric fluctuations of principal subspaces for high-dimensional covariance matrices through the squared Frobenius $\sin\Theta$ distance between the sample and population eigenspaces associated with the $r_p$ largest eigenvalues. An explicit first-order expansion and a central limit theorem are est...

Yan-Ling Hu, Xiao Han, Qing Yang · 0 citations