A tail inequality for quadratic forms of subgaussian random vectors

Daniel Hsu; Sham M. Kakade; Tong Zhang

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arXiv · 1110.2842

A tail inequality for quadratic forms of subgaussian random vectors

Daniel Hsu·Sham M. Kakade·Tong Zhang

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Abstract

We prove an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to one that holds when the vector has independent Gaussian entries.

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BibTeX RIS

Daniel Hsu, Sham M. Kakade, Tong Zhang. 2011-10-13. A tail inequality for quadratic forms of subgaussian random vectors. https://arxiv.org/abs/1110.2842

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