SVD provably recovers the uncorrupted nearest neighbor from noisy data when σ is O(1/k^{1/4}), with a matching lower bound showing the threshold is necessary.
Therefore, the KL divergence approaches0whenσ=ω(k −1/4)
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SVD Provably Denoises Nearest Neighbor Data
SVD provably recovers the uncorrupted nearest neighbor from noisy data when σ is O(1/k^{1/4}), with a matching lower bound showing the threshold is necessary.