The Davis-Kahan theorem is used in the analysis of many statistical procedures to bound the distance between subspaces spanned by population eigenvectors and their sample versions. It relies on an eigenvalue separation condition between certain relevant population and sample eigenvalues. We present a variant of this result that depends only on a population eigenvalue separation condition, making it more natural and convenient for direct application in statistical contexts, and improving the bounds in some cases. We also provide an extension to situations where the matrices under study may be asymmetric or even non-square, and where interest is in the distance between subspaces spanned by corresponding singular vectors.

Abstract-This paper provides the derivation of speckle reducing anisotropic diffusion (SRAD), a diffusion method tailored to ultrasonic and radar imaging applications. SRAD is the edge-sensitive diffusion for speckled images, in the same way that conventional anisotropic diffusion is the edge-sensitive diffusion for images corrupted with additive noise. We first show that the Lee and Frost filters can be cast as partial differential equations, and then we derive SRAD by allowing edge-sensitive anisotropic diffusion within this context. Just as the Lee and Frost filters utilize the coefficient of variation in adaptive filtering, SRAD exploits the instantaneous coefficient of variation, which is shown to be a function of the local gradient magnitude and Laplacian operators. We validate the new algorithm using both synthetic and real linear scan ultrasonic imagery of the carotid artery. We also demonstrate the algorithm performance with real SAR data. The performance measures obtained by means of computer simulation of carotid artery images are compared with three existing speckle reduction schemes. In the presence of speckle noise, speckle reducing anisotropic diffusion excels over the traditional speckle removal filters and over the conventional anisotropic diffusion method in terms of mean preservation, variance reduction, and edge localization.

We study the absolute penalized maximum partial likelihood estimator in sparse, high-dimensional Cox proportional hazards regression models where the number of time-dependent covariates can be larger than the sample size. We establish oracle inequalities based on natural extensions of the compatibility and cone invertibility factors of the Hessian matrix at the true regression coefficients. Similar results based on an extension of the restricted eigenvalue can be also proved by our method. However, the presented oracle inequalities are sharper since the compatibility and cone invertibility factors are always greater than the corresponding restricted eigenvalue. In the Cox regression model, the Hessian matrix is based on time-dependent covariates in censored risk sets, so that the compatibility and cone invertibility factors, and the restricted eigenvalue as well, are random variables even when they are evaluated for the Hessian at the true regression coefficients. Under mild conditions, we prove that these quantities are bounded from below by positive constants for time-dependent covariates, including cases where the number of covariates is of greater order than the sample size. Consequently, the compatibility and cone invertibility factors can be treated as positive constants in our oracle inequalities.

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