Matrix anti-concentration Inequalities
发布时间:2023年11月12日
浏览次数:1641
发布者: Meng Yu
主讲人: Zipei Nie (Huawei)
活动时间: 从 2023-11-13 14:00 到 15:00
场地: Room 77201, Jingchunyuan 78, BICMR
We establish lower bounds on the singular values of certain random matrices. We assume that the matrix elements follow a joint Gaussian distribution or a mixture of Gaussians. Using these results, we apply the inverse Littlewood-Offord theory to obtain a useful lower bound on the singular values of a random matrix appearing in the numerical analysis of a randomized algorithm.