A Tight Net with Respect to a Random Matrix Norm and Applications to Estimating Singular Values
Author(s)
Livshyts, Galyna
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Abstract
In this talk we construct a net around the unit sphere with good properties. We show that with exponentially high probability, the value of |Ax| on the sphere can be approximated well using this net, where A is any random matrix with independent columns. We apply it to study the smallest singular value of random matrices under very mild assumptions, and obtain sharp small ball behavior.
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Date
2019-02-11
Extent
28:03 minutes
Resource Type
Moving Image
Resource Subtype
Lecture