Apr 14, 2022 · We show that the singular values of these matrices concentrate near their full expectation and near one with high-probability.
Dec 11, 2022 · We show that the conditional expectation of the random feature matrix concentrates quickly to the expectation as the dimension of the input ...
Duration: 27:20
Posted: Aug 30, 2022
Posted: Aug 30, 2022
The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and ...
Nov 8, 2021 · This largest singular value is the norm of the matrix. You can use a net argument to show that there is a C so that ...
Following the same approach, in this work, we perform a spectral analysis on the Gram matrix of the random feature matrices. This matrix is of key relevance in ...
First, we need to prove a (random) bound for the L'evy distance be- tween the distribution function n( ) and L( n ), where is a random variable having a ...
Reviews of Probability in High Dimension not by Van Handel
mathoverflow.net › questions › reviews-...
Jun 27, 2018 · This short book reviews OT with a bias toward numerical methods and their applications in data sciences, and sheds lights on the theoretical properties of OT.
random matrices, spectrum of random graphs, geometric functional analysis, concentration ... is and if it is some magical feature of random matrices. This ...
In this short note, we will describe new strands of results, which show that intuition and techniques built on the theory of random matrices and concentration.
Missing: Feature | Show results with:Feature