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Statistics of spectral properties of matrix-valued random variables.

3 votes
1 answer
249 views

Help with understanding a proof on angle preservation

Let $R \in \mathbb{R}^{n,d}$ be a random Gaussian matrix comprised of independent $\operatorname{N}(0,\frac{1}{n})$ entries, let $\textbf{w}$ and $\textbf{x}$ be vectors in $\mathbb{R}^d$, and let $\e …
Taliant's user avatar
  • 65
3 votes
1 answer
176 views

Proving tail bound of a random projection

Let $R \in \mathbb{R}^{n,d}$ be a random Gaussian matrix comprised of independent $\operatorname{N}(0,\frac{1}{n})$ entries, let $\textbf{w}$ and $\textbf{x}$ be vectors in $\mathbb{R}^d$, and let $\e …
Taliant's user avatar
  • 65