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Oct, 2011
次高斯随机向量的二次平方形的尾部不等式
A tail inequality for quadratic forms of subgaussian random vectors
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Daniel Hsu, Sham M. Kakade, Tong Zhang
TL;DR
该研究证明了在亚高斯随机向量中，正半定二次型满足指数概率尾部不等式，该界限类似于向量具有独立高斯条目时的界限。
Abstract
We prove an
exponential probability tail inequality
for
positive semidefinite quadratic forms
in a
subgaussian random vector
. The bound is
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