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

tail inequalitiessums of random matricesLaplace-transform bounds

Mathematics Subject Classification ID

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

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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)

• Tail inequalities for sums of random matrices that depend on the intrinsic dimension
• Small-deviation inequalities for sums of random matrices
• 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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