A tail inequality for quadratic forms of subgaussian random vectors

Electronic Communications in Probability

Volumn 17, Issue , 2012, Pages

  Hsu, Daniel ^a   Kakade, Sham M ^a   Zhang, Tong ^b  

^a MICROSOFT RESEARCH   (United States)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Quadratic form; Subgaussian chaos; Subgaussian random vectors; Tail inequality

Indexed keywords

EID: 84868526561     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.V17-2079     Document Type: Article

References (3)

1. D. L. Hanson and F. T. Wright, A bound on tail probabilities for quadratic forms in independent random variables, The Annals of Math. Stat. 42 (1971), no. 3, 1079-1083. MR-0279864
2. B. Laurent and P. Massart, Adaptive estimation of a quadratic functional by model selection, The Annals of Statistics 28 (2000), no. 5, 1302-1338. MR-1805785
3. G. Pisier, The volume of convex bodies and banach space qeometry, Cambridge University Press, 1989. MR-1036275