
arXiv: 1504.05919
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
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
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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