Sampling convex bodies: a random matrix approach
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- RANDOM POINTS IN ISOTROPIC UNCONDITIONAL CONVEX BODIES
- Approximation of the average of some random matrices
- Random vectors in the isotropic position
- Random walks in a convex body and an improved volume algorithm
- Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles
Cites work
- A limit theorem for the norm of random matrices
- Asymptotic theory of finite dimensional normed spaces. With an appendix by M. Gromov: Isoperimetric inequalities in Riemannian manifolds
- Concentration of mass on isotropic convex bodies
- Deviation Inequalities on Largest Eigenvalues
- Estimation of moments of sums of independent real random variables
- scientific article; zbMATH DE number 194093 (Why is no real title available?)
- scientific article; zbMATH DE number 1302647 (Why is no real title available?)
- scientific article; zbMATH DE number 2034504 (Why is no real title available?)
- scientific article; zbMATH DE number 4113273 (Why is no real title available?)
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- Local operator theory, random matrices and Banach spaces.
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- RANDOM POINTS IN ISOTROPIC UNCONDITIONAL CONVEX BODIES
- Random points in the unit ball of \(\ell^{ n }_{ p }\)
- Random vectors in the isotropic position
- Random walks and anO*(n5) volume algorithm for convex bodies
- Slicing Convex Bodies-Bounds for Slice Area in Terms of the Body's Covariance
- Smallest singular value of random matrices and geometry of random polytopes
- The Brunn-Minkowski inequality in Gauss space
- The subindependence of coordinate slabs in \(l_p^n\) balls
Cited in
(20)- Gaussian samples, regular simplices, and exchangeability
- Sharp nonasymptotic bounds on the norm of random matrices with independent entries
- ALMOST EUCLIDEAN SECTIONS OF THE N-DIMENSIONAL CROSS-POLYTOPE USING O(N) RANDOM BITS
- Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles
- On generic chaining and the smallest singular value of random matrices with heavy tails
- Approximating the covariance ellipsoid
- Approximating matrices and convex bodies
- Learning Theory
- Empirical processes with a bounded \(\psi_1\) diameter
- Sharp bounds on the rate of convergence of the empirical covariance matrix
- Extreme eigenvalues of log-concave ensemble
- How close is the sample covariance matrix to the actual covariance matrix?
- Approximating the moments of marginals of high-dimensional distributions
- Spectral norm of products of random and deterministic matrices
- Asymptotic shape of a random polytope in a convex body
- Approximation of the average of some random matrices
- The Dirichlet Markov ensemble
- Random points in the unit ball of \(\ell^{ n }_{ p }\)
- On the conditioning of random subdictionaries
- Smallest singular value of random matrices with independent columns
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