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A Nearly Tight Bound for Fitting an Ellipsoid to Gaussian Random Points
Proceedings of Thirty Sixth Conference on Learning Theory, PMLR 195:3014-3028, 2023.
Abstract
We prove that for $c>0$ a sufficiently small universal constant that a random set of $c d^2/\log^4(d)$ independent Gaussian random points in $\R^d$ lie on a common ellipsoid with high probability. This nearly establishes a conjecture of \citet{SaundersonCPW12}, within logarithmic factors.The latter conjecture has attracted significant attention over the past decade, dueto its connections to machine learning and sum-of-squares lower bounds for certain statistical problems.