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4 questions with no upvoted or accepted answers
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Concentration for $\sum_{i=1}^n y_i \psi(x_i^\top u)$, for $y_1,\ldots,y_n \sim \{\pm 1\}$ and $x_1,\ldots,x_n$ uniform iid on hypersphere
Let $y_1,\ldots,y_n$ be drawn iid uniformly from $\{\pm 1\}$ and let $x_1,\ldots,x_n$ be drawn iid uniformly from the unit-sphere $(d-1)$-dimensional sphere $\mathbb S_{d-1}$, and independently from ...
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Tracy Widom type results for asymptotic distribution of the $k$-th largest eigenvalue of the sample covariance when $n, p \to \infty$?
Earlier I asked a question: Distribution of the $k$-th largest eigenvalue of in the sample covariance matrix?, but I forgot to mention that I'd like results for asymtotic regime. So, I'm posting here ...
- 1,467
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Concentration (or two sided tail bounds around expectations) of maximum and minimum of $n$ iid, subgaussian random variables
I asked this on MSE, but got no answer, hence asking here now. Help appreciated!
My question is motivated by this question and this question, where the first was aimed for giving a one sided tail ...
- 1,467
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Distribution of the $k$-th largest eigenvalue of in the sample covariance matrix?
Let us assume we've a rectangular data matrix $X=[x_1 \dots x_n] \in \mathbb{R}^{p \times n}$, where the $x_i \in \mathbb{R}^{p \times 1}$ are iid column vectors. I'm not assuming here that the ...
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