Peiyao Lai

most citedSingular Subspace Perturbation Bounds via Rectangular Random Matrix Diffusions

1 citations · 1 across the 2 of their papers we have counts for

collaborators

2 papers

math.ST2024★ 1 cited

Singular Subspace Perturbation Bounds via Rectangular Random Matrix Diffusions

Peiyao Lai, Oren Mangoubi

Given a matrix $A \in R^{m \times d}$ with singular values $σ_{1} \geq \dots \geq σ_{d}$ , and a random matrix $G \in R^{m \times d}$ with iid $N (0, T)$ entries for some…

math.OC2021

The convergence rate of the equilibrium measure for the hybrid LQG Mean Field Game

Jiamin Jian, Peiyao Lai, Qingshuo Song +1

In this work, we study the convergence rate of the $N$ -player LQG game with a Markov chain common noise towards its asymptotic Mean Field Game. By postulating a Markovian structure…