A CLT in Stein's Distance for Generalized Wishart Matrices and Higher-Order Tensors
We study the a central limit theorem for sums of independent tensor powers, 1/√d Σi=1d Xi⊗p. We focus on the high-dimensional regime where Xi ∈ ℝn and n may scale with d. Our main result is a proposed threshold for convergence. Specifically, we show that, under some regularity assumption, if n2p-1 ≪...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Oxford University Press
2022
|
| Online Access: | View Fulltext in Publisher |