A comparison principle for functions of a uniformly random subspace |
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Authors: | Joel A Tropp |
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Institution: | 1. California Institute of Technology, Annenberg Center, MC 305-16, Pasadena, CA, 91125-5000, USA
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Abstract: | This note demonstrates that it is possible to bound the expectation of an arbitrary norm of a random matrix drawn from the Stiefel manifold in terms of the expected norm of a standard Gaussian matrix with the same dimensions. A related comparison holds for any convex function of a random matrix drawn from the Stiefel manifold. For certain norms, a reversed inequality is also valid. |
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