Timeline for Concentration inequality for the sample covariance matrix
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 18, 2022 at 7:44 | vote | accept | Uzu Lim | ||
| Apr 18, 2022 at 7:44 | answer | added | Uzu Lim | timeline score: 3 | |
| Apr 12, 2021 at 14:27 | history | edited | Uzu Lim | CC BY-SA 4.0 |
added 183 characters in body
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| Apr 12, 2021 at 14:25 | comment | added | Uzu Lim | Ah, I forgot to specify that. Assume that it's the spectral norm (the 2-norm). However, the Frobenius norm is also fine since $\|A\|_2 \le \|A\|_F\le \sqrt{d} \|A\|_2$ when $d$ is the ambient dimension. | |
| Apr 12, 2021 at 14:05 | comment | added | Bill Bradley | Your question uses a matrix norm; just to check, you're talking about the Frobenius norm there, right? (There seems to be literature on a variety of norms.) | |
| Apr 12, 2021 at 0:56 | history | asked | Uzu Lim | CC BY-SA 4.0 |