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LSK21
  • Member for 1 year, 5 months
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Eigendecomposition of a Gram matrix with specified columns
Thank you for your answer. I had noticed the relationship between the $q_i$ and the diagonal of $L$, implying the equalities of the sums. Unfortunately I do believe too much information is lost to have a sharper relation. Your insight was nonetheless helpful.
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Concrete Hanson-Wright inequality?
@JosiahPark the link above doesn't work anymore. Here is one that does: arxiv.org/pdf/1510.05517.pdf If in the future this one doesn't work, for reference the title is "Sparse Hanson-Wright inequalities for subgaussian quadratic forms" by Shuheng Zhou.
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Concentration of sum of concentrated random variables
Could you share which theorem you mean? I have read the Chapters in Vershynin and Rigollet, but they only talk about sums of independent subgaussians...