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Universality and sharp thresholds for ellipsoid fitting

arXiv · AI, language, vision and robotics · article · Aug 27, 2026 · UTC

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, whereas no positive semidefinite fit exists above it. We also determine the optimal squared fitting error throughout the unsatisfiable regime. In particular, th

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First collected: 2026-09-21T08:32:02.028Z. This is not the publication date.