Matrix anti-concentration Inequalities
Time: 2023-11-12
Published By: Meng Yu
Speaker(s): Zipei Nie (Huawei)
Time: 14:00-15:00 November 13, 2023
Venue: 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.