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2012 A tail inequality for quadratic forms of subgaussian random vectors
Daniel Hsu, Sham Kakade, Tong Zhang
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Electron. Commun. Probab. 17: 1-6 (2012). DOI: 10.1214/ECP.v17-2079

Abstract

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.

Citation

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Daniel Hsu. Sham Kakade. Tong Zhang. "A tail inequality for quadratic forms of subgaussian random vectors." Electron. Commun. Probab. 17 1 - 6, 2012. https://doi.org/10.1214/ECP.v17-2079

Information

Accepted: 2 November 2012; Published: 2012
First available in Project Euclid: 7 June 2016

zbMATH: 1309.60017
MathSciNet: MR2994877
Digital Object Identifier: 10.1214/ECP.v17-2079

Subjects:
Primary: 60F10

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