Matrix Deviation Inequality for $\ell_{p}$-Norm
| Autor: | Wang, Te-Chun, Sheu, Yuan-Chung |
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| Rok vydání: | 2020 |
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| Druh dokumentu: | Working Paper |
| Popis: | Motivated by the general matrix deviation inequality for i.i.d ensemble Gaussian matrix, we study its universality property. As a starting point for this problem, we show that this property holds for $\ell_{p}$-norm with $1\leq p< \infty$ and i.i.d ensemble sub-Gaussian random matrix, which is a random matrix with i.i.d mean-zero, unit variance, sub-Gaussian entries. Comment: 22 pages |
| Databáze: | arXiv |
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