Second-order matrix concentration inequalities
From MaRDI portal
Publication:1742822
DOI10.1016/j.acha.2016.07.005zbMath1390.60039arXiv1504.05919OpenAlexW2962998255MaRDI QIDQ1742822
Publication date: 12 April 2018
Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.05919
Martingales with discrete parameter (60G42) Random matrices (probabilistic aspects) (60B20) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
Related Items
Matrix concentration inequalities and free probability, Applied harmonic analysis and data science. Abstracts from the workshop held November 28 -- December 4, 2021 (hybrid meeting), Moment inequalities for matrix-valued U-statistics of order 2, The spectral norm of random lifts of matrices, Upper and lower bounds for matrix discrepancy, Matrix concentration for products, Fast state tomography with optimal error bounds
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal asymptotic bounds for spherical designs
- User-friendly tail bounds for sums of random matrices
- Tight frames generated by finite nonabelian groups
- Spectral analysis of large dimensional random matrices
- Non-commutative martingale inequalities
- Subadditivity of matrix \(\phi\)-entropy and concentration of random matrices
- Matrix concentration inequalities via the method of exchangeable pairs
- The masked sample covariance estimator: an analysis using matrix concentration inequalities
- Normal Approximations with Malliavin Calculus
- Lectures on the Combinatorics of Free Probability
- An Introduction to Random Matrices
- An Introduction to Matrix Concentration Inequalities
- A Generalization of a Theorem of Bôcher
- Operator Khintchine inequality in non-commutative probability