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Applied and Computational Harmonic Analysis
Article . 2018 . Peer-reviewed
License: Elsevier Non-Commercial
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Article . 2018
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https://dx.doi.org/10.48550/ar...
Article . 2015
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Second-order matrix concentration inequalities

Authors: Tropp, Joel A.;

Second-order matrix concentration inequalities

Abstract

Matrix concentration inequalities give bounds for the spectral-norm deviation of a random matrix from its expected value. These results have a weak dimensional dependence that is sometimes, but not always, necessary. This paper identifies one of the sources of the dimensional term and exploits this insight to develop sharper matrix concentration inequalities. In particular, this analysis delivers two refinements of the matrix Khintchine inequality that use information beyond the matrix variance to reduce or eliminate the dimensional dependence.

27 pages. Revision corrects technical errors in several places

Keywords

Sums of independent random variables; random walks, concentration inequality, Probability (math.PR), random matrix, moment inequality, Mathematics - Statistics Theory, Statistics Theory (math.ST), Random matrices (probabilistic aspects), Large deviations, FOS: Mathematics, Martingales with discrete parameter, 60B20 (Primary), 60F10, 60G50, 60G42 (Secondary), Mathematics - Probability

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    11
    popularity
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    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
11
Top 10%
Average
Average
Green
bronze