Skip to main content
mathhahaha's user avatar
mathhahaha's user avatar
mathhahaha's user avatar
mathhahaha
  • Member for 7 months
  • Last seen this week
4 votes
1 answer
65 views

The sum of $O_p$ --$ O_p \left(s^2\frac{\log d}{n}+s\sqrt{\frac{\log d}{n}} \right) $

4 votes
0 answers
129 views

The deviation of the sample correlation matrix from its true value

3 votes
1 answer
100 views

Concentration inequality about the sum of covariance matrix

3 votes
2 answers
83 views

Estimate a vector $\beta=\underbrace{\beta_1}_{\text{sparse}}+\underbrace{\beta_2}_{\text{dense}}$

3 votes
0 answers
114 views

Does the loss function necessarily converge to zero as we get more samples?

3 votes
0 answers
39 views

Subgradient of the matrix norm

2 votes
1 answer
45 views

Does $|X_n|+|Y_n|=o_p\left(1\right)$ imply $|X_n|=o_p\left(1\right)$?

1 vote
1 answer
48 views

Concentration inequality of the covariance matrix

1 vote
0 answers
33 views

Bound the spectral norm of the precision matrix using column-wise norm

1 vote
0 answers
21 views

Is $\mathbb{E}\left[\|\hat{\Sigma}\|_F\right]=\|{\Sigma}\|_F$?

0 votes
0 answers
32 views

Square of the convergence rate $\|\hat{A}-A\|_F^2$

0 votes
0 answers
12 views

Control the estimation error measured by induced matrix $L_1$ norm

0 votes
0 answers
26 views

What does consistency mean in high-dimensional settings?

0 votes
1 answer
27 views

Choose a good estimator in a candidate set

0 votes
0 answers
37 views

Is it possible to solve $\|X-A\|_2+\lambda_n\|X\|_1$?

0 votes
0 answers
15 views

The concentration inequality of the product of the estimators

0 votes
2 answers
74 views

Derivative of $\text{tr}\left(XAX\right)$ w.r.t $X$ [duplicate]