math.PR · 2026-06-24 · No. 33
Probability, 2026-06-24.
1 new papers in math.PR. Titles, authors,
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01 — The papers
1 entries-
01
Uniform Sampling from High-dimensional Spectral Norm Balls
Michael R. Metel
math.PR · cs.LG
Motivated by an application in machine learning optimization, this paper focuses on the challenges of sampling a matrix uniformly from the unit spectral norm ball. It is proven that all singular values of sampled matrices converge to 1 almost surely as the matrix dimensions increase. This result provides the theoretical justification for a proposed simple sampling method applicable for large dimension sizes matching matrices found in modern...
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