On the non-asymptotic concentration of heteroskedastic Wishart-type matrix

DOI10.1214/22-EJP758zbMath1486.60009arXiv2008.12434OpenAlexW3082279847MaRDI QIDQ2119688

Yanyan Li

Publication date: 30 March 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.12434

zbMATH Keywords

random matrixWishart matrixconcentration inequalitynonasymptotic bound

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Probabilistic methods in Banach space theory (46B09)

Related Items (1)

Matrix concentration inequalities and free probability

Uses Software

• ElemStatLearn
• ePCA

Cites Work

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• Rank Centrality: Ranking from Pairwise Comparisons

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