A short note on the tail bound of Wishart distribution
Statistics Theory
2012-12-27 v1 Machine Learning
Statistics Theory
Abstract
We study the tail bound of the emperical covariance of multivariate normal distribution. Following the work of (Gittens & Tropp, 2011), we provide a tail bound with a small constant.
Keywords
Cite
@article{arxiv.1212.5860,
title = {A short note on the tail bound of Wishart distribution},
author = {Shenghuo Zhu},
journal= {arXiv preprint arXiv:1212.5860},
year = {2012}
}
Comments
5 pages