Moment inequalities for matrix-valued U-statistics of order 2
Probability
2019-10-22 v4
Abstract
We present Rosenthal-type moment inequalities for matrix-valued U-statistics of order 2. As a corollary, we obtain new matrix concentration inequalities for U-statistics. One of our main technical tools, a version of the non-commutative Khintchine inequality for the spectral norm of the Rademacher chaos, could be of independent interest.
Keywords
Cite
@article{arxiv.1801.05921,
title = {Moment inequalities for matrix-valued U-statistics of order 2},
author = {Stanislav Minsker and Xiaohan Wei},
journal= {arXiv preprint arXiv:1801.05921},
year = {2019}
}
Comments
Corrected typos and added more detailed references