Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
751932 | Systems & Control Letters | 2016 | 4 Pages |
Abstract
Several estimation techniques assume validity of Gaussian approximations for estimation purposes. Interestingly, these ensemble methods have proven to work very well for high-dimensional data even when the distributions involved are not necessarily Gaussian. We attempt to bridge the gap between this oft-used computational assumption and the theoretical understanding of why this works, by employing some recent results on random projections on low dimensional subspaces and concentration inequalities.
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Authors
Vivek S. Borkar, Raaz Dwivedi, Neeraja Sahasrabudhe,