User jlewk

25 votes

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Proof that block matrix has determinant $1$

answered Jun 28, 2021 at 11:19

5 votes

Explicit extension of Lipschitz function (Kirszbraun theorem)

answered Jan 25, 2020 at 16:24

3 votes

real symmetric matrix has real eigenvalues - elementary proof

answered May 2, 2021 at 20:13

3 votes

Example where concentration of measure fails nontrivially

answered Dec 13, 2021 at 2:04

3 votes

Accepted

Beating the $1/\sqrt n$ rate of uniform-convergence over a linear function class

answered Oct 13 at 18:10

3 votes

Question about the proof of Propp-Wilson algorithm in Olle Häggström's book

answered Dec 1 at 5:31

2 votes

On an angle distribution of a random linear subspace of a given dimension

answered Dec 5, 2021 at 0:31

2 votes

Difference between identity and a random projection

answered May 25, 2021 at 20:28

2 votes

Interpretation of Bai-Yin theorem and a question about (Hastie, Montanari, Rosset & Tibshirani)

answered Aug 1, 2021 at 17:20

2 votes

Convergence of stationary distributions of a sequence of Markov Chains

answered Oct 16, 2021 at 17:36

2 votes

$V_{\lambda}$ is invariant under $A$

answered Apr 26, 2022 at 16:47

2 votes

Probabilistic bounds of random polynomials

answered Oct 3 at 18:03

2 votes

Accepted

Questions on the "generalized" min. singular value of $A$ given $B$: $\min_{L \in \mathbb{R}^{n \times m}} \{\|BL\|_F: \det(A + BL) = 0\}$

answered Oct 12 at 13:49

1 vote

Question in Wainwright's paper about signed support recovery in lasso

answered Apr 27, 2021 at 7:50

1 vote

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Sub-Gaussian random variables and convex ordering

answered Oct 11 at 16:41

1 vote

Anti-concentration inequality for the eigenvalue of Gaussian matrix

answered Jul 24 at 13:44

1 vote

On the invertibility of $Z^\top Z$, where $Z$ is a Random matrix with concentrated weakly correlated entries

answered Jul 8, 2022 at 19:53

1 vote

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Probability of accurate sparse recovery

answered Nov 15, 2022 at 3:56

1 vote

Accepted

Normalized concentration inequality for empirical CDF (iid sum)

answered Dec 6, 2022 at 17:17

1 vote

Accepted

Calculating $\mathbb{E}\left(\tfrac{XX^T}{\|AX\|^2}\right)$ for isotropic random vectors $X$

answered Mar 8 at 2:50

1 vote

Accepted

Probabilistic lower and upper-bounds for a certain random quartic form involving gaussian random matrices

answered Jun 29, 2021 at 16:57

1 vote

Accepted

Factorisation of Gaussian random matrix into random Hermitian and correction factor

answered Jun 25, 2021 at 23:12

1 vote

Accepted

Limiting value of $\dfrac{1_n^\top B^{-1} A B^{-1} 1_n}{d}$, where $A=WW^\top + a I_n$, $B = WW^\top + b I_n$, and $W \sim N(0,\Sigma_d)$

answered Dec 11, 2021 at 19:51

1 vote

Concentration bounds for sums of random variables of permutations

answered Mar 2, 2022 at 14:36

1 vote

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Lasso of sparse linear regression model

answered Mar 16, 2022 at 3:31

1 vote

Accepted

Sparse linear regression model

answered Mar 16, 2022 at 14:15

1 vote

What does $\mathbb E_V \max_{x \in V,\,\|x\|=1} x^T Ax$ evaluate to when $V$ is random $k$-dim suspace of $\mathbb R^n$ and $A$ is fixed psd matrix?

answered Dec 25, 2021 at 23:35

1 vote

What does $\mathbb E_V \max_{x \in V,\,\|x\|=1} x^T Ax$ evaluate to when $V$ is random $k$-dim suspace of $\mathbb R^n$ and $A$ is fixed psd matrix?

answered Dec 26, 2021 at 16:43

1 vote

Why MLEs are asymptotically efficient whereas method of moment estimators are not?

answered Nov 10 at 17:00

0 votes

Accepted

Gronwall-type inequality with nonlinearity

answered Jan 15, 2022 at 2:29

Stack Exchange Network

41 Answers

Proof that block matrix has determinant $1$

Explicit extension of Lipschitz function (Kirszbraun theorem)

real symmetric matrix has real eigenvalues - elementary proof

Example where concentration of measure fails nontrivially

Beating the $1/\sqrt n$ rate of uniform-convergence over a linear function class

Question about the proof of Propp-Wilson algorithm in Olle Häggström's book

On an angle distribution of a random linear subspace of a given dimension

Difference between identity and a random projection

Interpretation of Bai-Yin theorem and a question about (Hastie, Montanari, Rosset & Tibshirani)

Convergence of stationary distributions of a sequence of Markov Chains

$V_{\lambda}$ is invariant under $A$

Probabilistic bounds of random polynomials

Questions on the "generalized" min. singular value of $A$ given $B$: $\min_{L \in \mathbb{R}^{n \times m}} \{\|BL\|_F: \det(A + BL) = 0\}$

Question in Wainwright's paper about signed support recovery in lasso

Sub-Gaussian random variables and convex ordering

Anti-concentration inequality for the eigenvalue of Gaussian matrix

On the invertibility of $Z^\top Z$, where $Z$ is a Random matrix with concentrated weakly correlated entries

Probability of accurate sparse recovery

Normalized concentration inequality for empirical CDF (iid sum)

Calculating $\mathbb{E}\left(\tfrac{XX^T}{\|AX\|^2}\right)$ for isotropic random vectors $X$

Probabilistic lower and upper-bounds for a certain random quartic form involving gaussian random matrices

Factorisation of Gaussian random matrix into random Hermitian and correction factor

Limiting value of $\dfrac{1_n^\top B^{-1} A B^{-1} 1_n}{d}$, where $A=WW^\top + a I_n$, $B = WW^\top + b I_n$, and $W \sim N(0,\Sigma_d)$

Concentration bounds for sums of random variables of permutations

Lasso of sparse linear regression model

Sparse linear regression model

What does $\mathbb E_V \max_{x \in V,\,\|x\|=1} x^T Ax$ evaluate to when $V$ is random $k$-dim suspace of $\mathbb R^n$ and $A$ is fixed psd matrix?

What does $\mathbb E_V \max_{x \in V,\,\|x\|=1} x^T Ax$ evaluate to when $V$ is random $k$-dim suspace of $\mathbb R^n$ and $A$ is fixed psd matrix?

Why MLEs are asymptotically efficient whereas method of moment estimators are not?

Gronwall-type inequality with nonlinearity