Gaussian approximations in high dimensional estimation

DOI10.1016/j.sysconle.2016.03.001zbMath1338.93354OpenAlexW2316888874MaRDI QIDQ286514

Neeraja Sahasrabudhe, Raaz Dwivedi, Vivek S. Borkar

Publication date: 20 May 2016

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2016.03.001

zbMATH Keywords

log-concave distributionsGaussian approximationshigh dimensional estimationrandom projectionsstochastic sparsity

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Large-scale systems (93A15)

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