A short note on the tail bound of Wishart distribution

2012/12/24 by Shenghuo Zhu, Zhu, Shenghuo · 1 citation
Computer Science · Decision Sciences · Mathematics · #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Probability and Risk Models #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1212.5860

openalex publication_date 2012/12/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We study the tail bound of the emperical covariance of multivariate normal distribution. Following the work of (Gittens & Tropp, 2011), we provide a tail bound with a small constant.

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