Efron–Stein inequalities for random matrices

• Daniel Paulin ^[1] ; Lester Mackey ^[2] ; Joel A. Tropp ^[3]
  1. [1] National University of Singapore

     National University of Singapore

     Singapur

     
  2. [2] Stanford University

     Stanford University

     Estados Unidos

     
  3. [3] California Institute of Technology

     California Institute of Technology

     Estados Unidos

     

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• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 44, Nº. 5, 2016, págs. 3431-3473
• Idioma: inglés
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  • 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.