Concentration and moment inequalities for heavy-tailed random matrices

17 July 2024

Papers citing "Concentration and moment inequalities for heavy-tailed random matrices"

6 / 6 papers shown

Title
Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method Yegor Klochkov Nikita Zhivotovskiy 42 30 0 09 Dec 2018
Estimation of the covariance structure of heavy-tailed distributions Stanislav Minsker Xiaohan Wei 60 38 0 01 Aug 2017
A useful variant of the Davis--Kahan theorem for statisticians Yi Yu Tengyao Wang R. Samworth 83 576 0 04 May 2014
On Some Extensions of Bernstein's Inequality for Self-adjoint Operators Stanislav Minsker 119 151 0 22 Dec 2011
The Masked Sample Covariance Estimator: An Analysis via Matrix Concentration Inequalities Richard Y. Chen Alex Gittens J. Tropp 93 70 0 08 Sep 2011
$Covariance estimation for distributions with $2+\varepsilon$ moments$ Covariance estimation for distributions with $2+\varepsilon$ moments N. Srivastava Roman Vershynin 91 117 0 14 Jun 2011