Moment bounds and concentration for sample covariance operators in Banach spaces

Series: 
Stochastics Seminar
Thursday, September 11, 2014 - 15:05
1 hour (actually 50 minutes)
Location: 
Skiles 006
,  
School of Mathematics, Georgia Tech
Organizer: 
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.