Invertibility of random submatrices via tail decoupling and a Matrix Chernoff Inequality
Probability
2012-03-21 v3 Statistics Theory
Statistics Theory
Abstract
Let be a matrix with coherence . We present a simplified and improved study of the quasi-isometry property for most submatrices of obtained by uniform column sampling. Our results depend on , and the dimensions with explicit constants, which improve the previously known values by a large factor. The analysis relies on a tail decoupling argument, of independent interest, and a recent version of the Non-Commutative Chernoff inequality (NCCI).
Keywords
Cite
@article{arxiv.1103.3063,
title = {Invertibility of random submatrices via tail decoupling and a Matrix Chernoff Inequality},
author = {Stéphane Chrétien and Sébastien Darses},
journal= {arXiv preprint arXiv:1103.3063},
year = {2012}
}