- Series
- Stochastics Seminar
- Time
- Thursday, September 11, 2014 - 3:05pm for 1 hour (actually 50 minutes)
- Location
- Skiles 006
- Speaker
- Vladimir Koltchinskii – School of Mathematics, Georgia Tech
- Organizer
- Christian Houdré
We will discuss sharp bounds on moments and concentration inequalities for
the operator norm of deviations of sample covariance operators from the
true covariance operator for i.i.d. Gaussian random variables in a
separable Banach space.
Based on a joint work with Karim Lounici.