Nonlinear matrix concentration via semigroup methods
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Abstract: Matrix concentration inequalities provide information about the probability that a random matrix is close to its expectation with respect to the operator norm. This paper uses semigroup methods to derive sharp nonlinear matrix inequalities. In particular, it is shown that the classic Bakry-'Emery curvature criterion implies subgaussian concentration for "matrix Lipschitz" functions. This argument circumvents the need to develop a matrix version of the log-Sobolev inequality, a technical obstacle that has blocked previous attempts to derive matrix concentration inequalities in this setting. The approach unifies and extends much of the previous work on matrix concentration. When applied to a product measure, the theory reproduces the matrix Efron-Stein inequalities due to Paulin et al. It also handles matrix-valued functions on a Riemannian manifold with uniformly positive Ricci curvature.
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Cited in
(6)- From Poincaré inequalities to nonlinear matrix concentration
- Scalar Poincaré implies matrix Poincaré
- Concentration inequalities for some negatively dependent binary random variables
- Functional \(L_1\)-\(L_p\) inequalities in the CAR algebra
- Concentration inequalities for sums of Markov-dependent random matrices
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