Moment bounds and concentration for sample covariance operators in Banach spaces

Stochastics Seminar
Thursday, September 11, 2014 - 3:05pm
1 hour (actually 50 minutes)
Skiles 006
School of Mathematics, Georgia Tech
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.