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math.PR2019
A Refined Non-asymptotic Tail Bound of Sub-Gaussian Matrix
Xianjie Gao, Hongwei Zhang
In this paper, we obtain a refined non-asymptotic tail bound for the largest singular value (the soft edge) of sub-Gaussian matrix. As an application, we use the obtained theorem t…
math.PR2018
Small-Deviation Inequalities for Sums of Random Matrices
Xianjie Gao, Chao Zhang, Hongwei Zhang
Random matrices have played an important role in many fields including machine learning, quantum information theory and optimization. One of the main research focuses is on the dev…