Skip to content

A Tail Inequality for Quadratic Forms of Subgaussian Random Vectors

Authors
Daniel Hsu, Sham M. Kakade, Tong Zhang
Year
2011
Preprint
Identifiers
arXiv 1110.2842

Abstract

We prove an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to one that holds when the vector has independent Gaussian entries.

Knowledge Base

Map Tree Search

External

Document arXiv Abstract arXiv PDF arXiv HTML Google Scholar OpenAlex

Similar Papers