Authors
Daniel Hsu, Sham M Kakade, Tong Zhang
Publication date
2011/10/13
Journal
Arxiv preprint arXiv:1110.2842
Description
This article proves an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to one that holds when the vector has independent Gaussian entries.
Total citations
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