Sharp bounds on the rate of convergence of the empirical covariance matrix
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Publication:627752
DOI10.1016/j.crma.2010.12.014zbMath1208.60006arXiv1012.0294OpenAlexW4298873666WikidataQ105583602 ScholiaQ105583602MaRDI QIDQ627752
Nicole Tomczak-Jaegermann, Alain Pajor, Radosław Adamczak, Alexander E. Litvak
Publication date: 3 March 2011
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.0294
Inequalities; stochastic orderings (60E15) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Probabilistic methods in Banach space theory (46B09) Convexity and finite-dimensional Banach spaces (including special norms, zonoids, etc.) (aspects of convex geometry) (52A21)
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Cites Work
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- Isoperimetric problems for convex bodies and a localization lemma
- Sampling convex bodies: a random matrix approach
- Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles
- Random walks and anO*(n5) volume algorithm for convex bodies
