Moment inequalities for sums of random matrices and their applications in optimization
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Cited in
(23)- Probability bounds for polynomial functions in random variables
- Global registration of multiple point clouds using semidefinite programming
- Norms of structured random matrices
- Quadratic optimization with orthogonality constraint: explicit Łojasiewicz exponent and linear convergence of retraction-based line-search and stochastic variance-reduced gradient methods
- Dimension-free bounds for largest singular values of matrix Gaussian series
- Discrete approximation and quantification in distributionally robust optimization
- An Approximation Scheme for Distributionally Robust Nonlinear Optimization
- Near-optimality of linear recovery from indirect observations
- Convex relaxations for permutation problems
- ON RANDOM WEIGHTED SUM OF POSITIVE SEMI-DEFINITE MATRICES
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
- Approximation algorithms for quantum many-body problems
- Near-optimal bounds for generalized orthogonal Procrustes problem via generalized power method
- Linear matrix inequalities with stochastically dependent perturbations and applications to chance-constrained semidefinite optimization
- Convergence analysis for distributionally robust optimization and equilibrium problems
- Matrix concentration inequalities via the method of exchangeable pairs
- Approximating the little Grothendieck problem over the orthogonal and unitary groups
- Gaussian Process Landmarking for Three-Dimensional Geometric Morphometrics
- Distributionally robust optimization. A review on theory and applications
- An approximation scheme for distributionally robust PDE-constrained optimization
- Sums of random symmetric matrices and quadratic optimization under orthogonality constraints
- Approximating Nash equilibria and dense subgraphs via an approximate version of Carathéodory's theorem
- Disentangling orthogonal matrices
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