Timeline for Tail bound for $L_2$ norm of top $k$ singular values of a random matrix
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 10, 2013 at 4:35 | answer | added | ofer zeitouni | timeline score: 2 | |
| Sep 10, 2013 at 2:55 | comment | added | Kcafe | I am interested in the regime when $d$ increases linearly in $k$ | |
| Sep 9, 2013 at 23:21 | comment | added | ofer zeitouni | This is clear, but my question was, what is the relation of k and d (I assume $d$ is large)? Note that in the model you suggested, for k fixed this bound will be essentially optimal (i.e., up to $(1+o_d(1))$ from the truth) - I suspect so because I believe that the top singular value sticks to the edge of the limiting distribution of singular values. | |
| Sep 9, 2013 at 21:16 | comment | added | Kcafe | I was wondering if one could do better than $\sqrt{k}$ times the $\lambda_{max}$ | |
| Sep 8, 2013 at 22:23 | comment | added | ofer zeitouni | In what sense is the naive bound you suggest not good enough? | |
| Sep 6, 2013 at 23:04 | history | asked | Kcafe | CC BY-SA 3.0 |