Published September 2016
| Published + Submitted
Journal Article
Open
Efron–Stein inequalities for random matrices
- Creators
- Paulin, Daniel
- Mackey, Lester
-
Tropp, Joel A.
Abstract
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.
Additional Information
© 2016 Institute of Mathematical Statistics. Received August 2014; revised August 2015. Supported by ONR awards N00014-08-1-0883 and N00014-11-1002, AFOSR award FA9550-09-1-0643, and a Sloan Research Fellowship.Attached Files
Published - euclid.aop.1474462103.pdf
Submitted - 1408.3470v1.pdf
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euclid.aop.1474462103.pdf
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Additional details
- Eprint ID
- 71728
- Resolver ID
- CaltechAUTHORS:20161103-151616710
- N00014-08-1-0883
- Office of Naval Research (ONR)
- N00014-11-1002
- Office of Naval Research (ONR)
- FA9550-09-1-0643
- Air Force Office of Scientific Research (AFOSR)
- Alfred P. Sloan Foundation
- Created
-
2016-11-03Created from EPrint's datestamp field
- Updated
-
2021-11-11Created from EPrint's last_modified field