A Note on Matrix Concentration Inequalities via the Method of Exchangeable Pairs
Probability
2013-02-20 v2 Functional Analysis
Abstract
The aim of this paper is to prove an improved version of the bounded differences inequality for matrix valued functions, by developing the methods of Mackey et al.: "Matrix Concentration Inequalities via the Method of Exchangeable Pairs". Along the way, we prove new trace inequalities for the matrix exponential.
Keywords
Cite
@article{arxiv.1212.2012,
title = {A Note on Matrix Concentration Inequalities via the Method of Exchangeable Pairs},
author = {Daniel Paulin},
journal= {arXiv preprint arXiv:1212.2012},
year = {2013}
}
Comments
12 pages