EFRON-STEIN INEQUALITIES FOR RANDOM MATRICES

This paper establishes new concentration inequalities for random matrices constructed from independent random variables. These results are analogous with the generalized Efron-Stein inequalities developed by Boucheron et al. The proofs rely on the method of exchangeable pairs.

Bibliographische Detailangaben

Veröffentlicht in:	The Annals of probability 2016-09, Vol.44 (5), p.3431-3473
Hauptverfasser:	Paulin, Daniel, Mackey, Lester, Tropp, Joel A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Coordinate systems Covariance matrices Inequality Mathematical inequalities Mathematical vectors Matrices Polynomials Proxy reporting Proxy statements Random variables Scalars Studies
Online-Zugang:	Volltext
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