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Sharp Bounds for the Concentration of the Resolvent in Convex Concentration Settings | | Cosme Louart
; | | Date: |
2 Jan 2022 | | Abstract: | Considering random matrix $X in mathcal M_{p,n}$ with independent columns
satisfying the convex concentration properties issued from a famous theorem of
Talagrand, we express the linear concentration of the resolvent $Q = (I_p -
frac{1}{n}XX^T) ^{-1}$ around a classical deterministic equivalent with a good
observable diameter for the nuclear norm. The general proof relies on a
decomposition of the resolvent as a series of powers of $X$. | | Source: | arXiv, 2201.00284 | | Services: | Forum | Review | PDF | Favorites | |
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