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Farbod Roosta-Khorasani, G´ abor J · 2015

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2024 1

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Extremal bounds for Gaussian trace estimation

math.ST · 2024-11-23 · conditional · novelty 6.0

For Gaussian trace estimation, the worst tail probabilities among matrices with fixed effective rank or bounded norm pair are governed by Gamma distributions, but the tail-region thresholds remain unproven.

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  • Extremal bounds for Gaussian trace estimation math.ST · 2024-11-23 · conditional · none · ref 8

    For Gaussian trace estimation, the worst tail probabilities among matrices with fixed effective rank or bounded norm pair are governed by Gamma distributions, but the tail-region thresholds remain unproven.