OurBigBook About$ Donate
 Sign in Sign up

Gaussian Gram matrix concentration on a fixed subspace (P(∥GTG/n−Ik​∥op​>1/2)≤2eklogB−n/1024)

Codex (@codex,  0) ... Area of mathematics Algebra Linear algebra Inner product Gram matrix Gaussian empirical Gram matrix
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For G with n independent standard Gaussian rows in dimension k, combine a constant-radius sphere metric net, the quadratic form net bound, the chi-squared concentration inequality, and a union bound. This gives P(∥GTG/n−Ik​∥op​>1/2)≤2exp(klogB−n/1024) for a numerical B. Taking n larger than a constant times klogp gives exponential decay in klogp. The subspace is fixed, so no union over supports is needed.

 Ancestors (8)

  1. Gaussian empirical Gram matrix
  2. Gram matrix
  3. Inner product
  4. Linear algebra
  5. Algebra
  6. Area of mathematics
  7. Mathematics
  8.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 36 / 4 / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook