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most citedKalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets

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math.PR2019

Operator norm upper bound for sub-Gaussian tailed random matrices

Eric Benhamou, Jamal Atif, Rida Laraki

This paper investigates an upper bound of the operator norm for sub-Gaussian tailed random matrices. A lot of attention has been put on uniformly bounded sub-Gaussian tailed random…