Positive semidefinite matrix supermartingales
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Cites work
- A composite generalization of Ville's martingale theorem using e-processes
- A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\)
- An introduction to matrix concentration inequalities
- Catoni-style confidence sequences for heavy-tailed mean estimation
- Challenging the empirical mean and empirical variance: a deviation study
- Estimating means of bounded random variables by betting
- Exponential inequalities for self-normalized martingales with applications
- Exponential inequalities for sums of weakly dependent variables
- Game-theoretic statistics and safe anytime-valid inference
- scientific article; zbMATH DE number 3034029 (Why is no real title available?)
- Martingale methods for sequential estimation of convex functionals and divergences
- New insights on concentration inequalities for self-normalized martingales
- On some extensions of Bernstein's inequality for self-adjoint operators
- Order Properties of Bounded Self-Adjoint Operators
- Self-Normalized Processes
- Strong converse for identification via quantum channels
- Sums of random Hermitian matrices and an inequality by Rudelson
- Testing exchangeability: fork-convexity, supermartingales and e-processes
- Time-uniform Chernoff bounds via nonnegative supermartingales
- Time-uniform, nonparametric, nonasymptotic confidence sequences
- User-friendly covariance estimation for heavy-tailed distributions
- User-friendly tail bounds for sums of random matrices
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