EFRON-STEIN INEQUALITIES FOR RANDOM MATRICES

• 成果类型: Article
• 署名作者: Paulin, Daniel; Mackey, Lester; Tropp, Joel A.
• 署名单位: National University of Singapore; Stanford University; California Institute of Technology
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/15-AOP1054
• 发表日期: 2016
• 页码: 3431-3473
• 关键词: random-variables; coherence

摘要

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.