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jlewk's user avatar
jlewk's user avatar
jlewk
  • Member for 4 years, 8 months
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25 votes
Accepted

Proof that block matrix has determinant $1$

5 votes

Explicit extension of Lipschitz function (Kirszbraun theorem)

4 votes

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

3 votes
Accepted

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

3 votes

real symmetric matrix has real eigenvalues - elementary proof

3 votes

Example where concentration of measure fails nontrivially

2 votes

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

2 votes

Difference between identity and a random projection

2 votes

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

2 votes

Convergence of stationary distributions of a sequence of Markov Chains

2 votes

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

2 votes

Probabilistic bounds of random polynomials

2 votes
Accepted

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

2 votes

Derivative of Moreau envelope in Hilbert space with respect to regularization parameter $\lambda$ using Hopf-Lax formula?

1 vote

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

1 vote

How to derive the mean of inverse-Wishart distribution?

1 vote

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

1 vote
Accepted

Sub-Gaussian random variables and convex ordering

1 vote

Anti-concentration inequality for the eigenvalue of Gaussian matrix

1 vote

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

1 vote
Accepted

Probability of accurate sparse recovery

1 vote
Accepted

Normalized concentration inequality for empirical CDF (iid sum)

1 vote
Accepted

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

1 vote
Accepted

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

1 vote
Accepted

Factorisation of Gaussian random matrix into random Hermitian and correction factor

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 $W \sim N(0,\Sigma_d)$

1 vote

Concentration bounds for sums of random variables of permutations

1 vote
Accepted

Lasso of sparse linear regression model

1 vote
Accepted

Sparse linear regression model

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?