Sparse Hanson-Wright inequalities for subgaussian quadratic forms

DOI10.3150/17-BEJ978zbMath1466.60036arXiv1510.05517MaRDI QIDQ2419651

Shuheng Zhou

Publication date: 14 June 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.05517

zbMATH Keywords

Hanson-Wright inequalitysubgaussian concentrationsparse quadratic forms

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Inequalities; stochastic orderings (60E15) Large deviations (60F10)

Related Items

Concentration of measure bounds for matrix-variate data with missing values, Estimating high-dimensional covariance and precision matrices under general missing dependence

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