All Questions
6 questions with no upvoted or accepted answers
3
votes
0
answers
77
views
A concentration problem of product of matrices
Let $A$ be an $n \times m$ matrix with non-negative entries and $B \in \mathbb{R^{n\times n}_{\geq 0}}, C \in \mathbb{R^{m\times m}_{\geq 0}}$ be random matrices where B and C are both symmetric and ...
3
votes
0
answers
158
views
Worst-Case Solution to (Stochastic) Matrix Inequality
EDIT: Some specific conjectures added.
This problem comes with an associated stochastic process, but I phrase everything as linear algebra in case somebody from a non-probability community has seen ...
1
vote
0
answers
80
views
Inequality involving random vectors and absolute values
Let $\mathbb{X}, \mathbb{Y} \subset \mathbb{R}^d$ be finite sets. Suppose random vectors $X \in \mathbb{X}$ and $Y \in \mathbb{Y}$ are sampled according to a joint distribution $\mathbb{P}_{XY}$. ...
1
vote
0
answers
110
views
Tail bound without independence
Suppose $X_i , X_j\in \mathbb{R}^d$ are gaussian vectors and $A$ is an $n\times n$ symmetric PSD matrix where $A_{ij} = f(\|X_i-X_j\|_2), \quad i,j\in 1,\ldots,n\;$ for some non-negative Lipschitz ...
1
vote
0
answers
282
views
Strict monotonicity of conditional variances
Let $K \geq 2$ be a positive integer and $C$ be any $K \times K$ non-singular matrix (if necessary, can assume that all $K$ rows of $C$ are needed to span the coordinate row vector $e_1'$). For ...
0
votes
1
answer
158
views
Techniques for bounding the operator norm of the expectation of random matrix?
Let $\mu$ be a distribution on the unit sphere in $\mathbb{R}^n$. Let $u \sim \mu$ and consider the random matrix
$$
A = I_n - uu^T.
$$
Question: What techniques are available to provide (reasonably ...