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. Author manuscript; available in PMC: 2019 Sep 1.
Published in final edited form as: J Multivar Anal. 2018 Jun 19;167:435–452. doi: 10.1016/j.jmva.2018.06.002

Figure 5:

Figure 5:

Simulated subspace recovery (4) as a function of the contamination fraction p2, the proportion of samples with noise variance σ22=3.25, where the other noise variance σ12=0.1 occurs in proportion p1 = 1 – p2. The sample-to-dimension ratio is c = 10 and the subspace amplitudes are θ1 = 1 and θ2 = 0.8. Simulation mean (blue curve) and interquartile interval (light blue ribbon) are shown with the asymptotic recovery (4) of Theorem 1 (green curve). The region where A(βi) ≤ 0 is the red horizontal segment with value zero (the prediction of Conjecture 1). Increasing data size from (a) to (b) results in smaller interquartile intervals, indicating concentration to the mean, which is itself converging to the asymptotic recovery.