LSV-based tail inequalities for sums of random matrices

DOI10.1162/NECO_A_00901MaRDI QIDQ5380642zbMATH OpenWikidataFDO

Authors Chao Zhang, Lei Du, Dacheng Tao

Publication date 6 June 2019

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/NECO_A_00901

zbMATH Keywords

Laplace-transform boundssums of random matricestail inequalities

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Miscellaneous inequalities involving matrices (15A45) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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Cites work

• Functions of Matrices
• Inequalities: theory of majorization and its applications
• Matrix concentration inequalities via the method of exchangeable pairs
• Nonlinear eigenproblems in data analysis: balanced graph cuts and the RatioDCA-Prox
• Partial differential equations with Robin boundary condition in online social networks
• Spatial Ecology via Reaction‐Diffusion Equations
• Strong converse for identification via quantum channels
• Tail inequalities for sums of random matrices that depend on the intrinsic dimension
• User-friendly tail bounds for sums of random matrices

Cited in

(4)

• Small-deviation inequalities for sums of random matrices
• Tail inequalities for sums of random matrices that depend on the intrinsic dimension
• Dimension-free bounds for largest singular values of matrix Gaussian series
• User-friendly tail bounds for sums of random matrices

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Uses Software

• mftoolbox

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