Fitting an ellipsoid to a quadratic number of random points

Afonso S. Bandeira, Antoine Maillard, Shahar Mendelson +1

We consider the problem $(\mathrm{P})$ of fitting $n$ standard Gaussian random vectors in ${\mathbb{R}}^d$ to the boundary of a centered ellipsoid, as $n,d\to \infty$. This problem…