A tail inequality for quadratic forms of subgaussian random vectors

Citation:

D. Hsu, S. M. Kakade, and T. Zhang, A tail inequality for quadratic forms of subgaussian random vectors. Electronic Communications in Probability: ArXiv Report, 2012.

Abstract:

We prove an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to one that holds when the vector has independent Gaussian entries.

Publisher's Version

See also: 2012
Last updated on 10/11/2021