MétaCan
Menu
Back to cohort
Record W2112574583 · doi:10.1090/s0894-0347-09-00650-x

Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles

2009· article· en· W2112574583 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueJournal of the American Mathematical Society · 2009
Typearticle
Languageen
FieldMathematics
TopicPoint processes and geometric inequalities
Canadian institutionsUniversity of Alberta
FundersDivision of Mathematical SciencesUniversity of AlbertaPacific Institute for the Mathematical Sciences
KeywordsCovarianceIdentity matrixCovariance matrixMultivariate random variableEstimation of covariance matricesIdentity (music)Convergence (economics)Regular polygonDistribution (mathematics)

Abstract

fetched live from OpenAlex

Let <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper K"> <mml:semantics> <mml:mi>K</mml:mi> <mml:annotation encoding="application/x-tex">K</mml:annotation> </mml:semantics> </mml:math> </inline-formula> be an isotropic convex body in <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="double-struck upper R Superscript n"> <mml:semantics> <mml:msup> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi mathvariant="double-struck">R</mml:mi> </mml:mrow> <mml:mi>n</mml:mi> </mml:msup> <mml:annotation encoding="application/x-tex">\mathbb {R}^n</mml:annotation> </mml:semantics> </mml:math> </inline-formula> . Given <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="epsilon greater-than 0"> <mml:semantics> <mml:mrow> <mml:mi> ε </mml:mi> <mml:mo>&gt;</mml:mo> <mml:mn>0</mml:mn> </mml:mrow> <mml:annotation encoding="application/x-tex">\varepsilon &gt;0</mml:annotation> </mml:semantics> </mml:math> </inline-formula> , how many independent points <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper X Subscript i"> <mml:semantics> <mml:msub> <mml:mi>X</mml:mi> <mml:mi>i</mml:mi> </mml:msub> <mml:annotation encoding="application/x-tex">X_i</mml:annotation> </mml:semantics> </mml:math> </inline-formula> uniformly distributed on <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper K"> <mml:semantics> <mml:mi>K</mml:mi> <mml:annotation encoding="application/x-tex">K</mml:annotation> </mml:semantics> </mml:math> </inline-formula> are needed for the empirical covariance matrix to approximate the identity up to <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="epsilon"> <mml:semantics> <mml:mi> ε </mml:mi> <mml:annotation encoding="application/x-tex">\varepsilon</mml:annotation> </mml:semantics> </mml:math> </inline-formula> with overwhelming probability? Our paper answers this question posed by Kannan, Lovász, and Simonovits. More precisely, let <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper X element-of double-struck upper R Superscript n"> <mml:semantics> <mml:mrow> <mml:mi>X</mml:mi> <mml:mo> ∈ </mml:mo> <mml:msup> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi mathvariant="double-struck">R</mml:mi> </mml:mrow> <mml:mi>n</mml:mi> </mml:msup> </mml:mrow> <mml:annotation encoding="application/x-tex">X\in \mathbb {R}^n</mml:annotation> </mml:semantics> </mml:math> </inline-formula> be a centered random vector with a log-concave distribution and with the identity as covariance matrix. An example of such a vector <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper X"> <mml:semantics> <mml:mi>X</mml:mi> <mml:annotation encoding="application/x-tex">X</mml:annotation> </mml:semantics> </mml:math> </inline-formula> is a random point in an isotropic convex body. We show that for any <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="epsilon greater-than 0"> <mml:semantics> <mml:mrow> <mml:mi> ε </mml:mi> <mml:mo>&gt;</mml:mo> <mml:mn>0</mml:mn> </mml:mrow> <mml:annotation encoding="application/x-tex">\varepsilon &gt;0</mml:annotation> </mml:semantics> </mml:math> </inline-formula> , there exists <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper C left-parenthesis epsilon right-parenthesis greater-than 0"> <mml:semantics> <mml:mrow> <mml:mi>C</mml:mi> <mml:mo stretchy="false">(</mml:mo> <mml:mi> ε </mml:mi> <mml:mo stretchy="false">)</mml:mo> <mml:mo>&gt;</mml:mo> <mml:mn>0</mml:mn> </mml:mrow> <mml:annotation encoding="application/x-tex">C(\varepsilon )&gt;0</mml:annotation> </mml:semantics> </mml:math> </inline-formula> , such that if <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper N tilde upper C left-parenthesis epsilon right-parenthesis n"> <mml:semantics> <mml:mrow> <mml:mi>N</mml:mi> <mml:mo> ∼ </mml:mo> <mml:mi>C</mml:mi> <mml:mo stretchy="false">(</mml:mo> <mml:mi> ε </mml:mi> <mml:mo stretchy="false">)</mml:mo> <mml:mspace width="thinmathspace"/> <mml:mi>n</mml:mi> </mml:mrow> <mml:annotation encoding="application/x-tex">N\sim C(\varepsilon )\, n</mml:annotation> </mml:semantics> </mml:math> </inline-formula> and <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="left-parenthesis upper X Subscript i Baseline right-parenthesis Subscript i less-than-or-equal-to upper N"> <mml:semantics> <mml:mrow> <mml:mo stretchy="false">(</mml:mo> <mml:msub> <mml:mi>X</mml:mi> <mml:mi>i</mml:mi> </mml:msub> <mml:msub> <mml:mo stretchy="false">)</mml:mo> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi>i</mml:mi> <mml:mo> ≤ </mml:mo> <mml:mi>N</mml:mi> </mml:mrow> </mml:msub> </mml:mrow> <mml:annotation encoding="application/x-tex">(X_i)_{i\le N}</mml:annotation> </mml:semantics> </mml:math>

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.005
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.096
Threshold uncertainty score0.610

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.005
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0000.001
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.113
GPT teacher head0.403
Teacher spread0.289 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it