math.PR · 2026-08-29 · No. 99
Probability, 2026-08-29.
1 new papers in math.PR. Titles, authors,
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01 — The papers
1 entries-
01
Universality and sharp thresholds for ellipsoid fitting
Frederic Koehler, Youngtak Sohn
math.PR · cond-mat.dis-nn · cs.DS · cs.LG · math.ST
We establish a sharp phase transition for fitting random vectors by an ellipsoid. The random vectors have independent subgaussian coordinates with mean zero, variance one, and a common fourth moment, and the number of vectors is proportional to the square of the dimension. We identify an explicit satisfiability threshold such that, with high probability, a positive definite ellipsoid passes through every data point below the threshold,...
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