Christopher Liaw

activity

20162021

most citedTight Analyses for Non-Smooth Stochastic Gradient Descent

21 citations · 29 across the 5 of their papers we have counts for

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math.PR2016

A simple tool for bounding the deviation of random matrices on geometric sets

Christopher Liaw, Abbas Mehrabian, Yaniv Plan +1

Let $A$ be an isotropic, sub-gaussian $m \times n$ matrix. We prove that the process $Z_{x} := ∥ A x ∥_{2} - m ∥ x ∥_{2}$ has sub-gaussian increments. Using this, we show that for a…