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
DOI: 10.1214/15-AOP1054
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Resumen
- 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.