Shuang-Ping Li

Stable and Online Algorithms for Random Matrix Discrepancy

We study the average-case matrix discrepancy problem: given independent normalized $d\times d$ Gaussian orthogonal ensemble matrices $A_1,\dots,A_N$ and a fixed margin $\kappa>0$, find signs $\sigma_1,\dots,\sigma_N\in\{-1,1\}$ such that the operator norm of $\sum_{i=1}^N \sigma_i A_i$ is at most $\kappa\sqrt{N}$. Focu...