Note on sampling without replacing from a finite collection of matrices
Abstract
This technical note supplies an affirmative answer to a question raised in a recent pre-print [arXiv:0910.1879] in the context of a "matrix recovery" problem. Assume one samples m Hermitian matrices X_1, ..., X_m with replacement from a finite collection. The deviation of the sum X_1+...+X_m from its expected value in terms of the operator norm can be estimated by an "operator Chernoff-bound" due to Ahlswede and Winter. The question arose whether the bounds obtained this way continue to hold if the matrices are sampled without replacement. We remark that a positive answer is implied by a classical argument by Hoeffding. Some consequences for the matrix recovery problem are sketched.
Cite
@article{arxiv.1001.2738,
title = {Note on sampling without replacing from a finite collection of matrices},
author = {David Gross and Vincent Nesme},
journal= {arXiv preprint arXiv:1001.2738},
year = {2010}
}
Comments
3 pages. Answers a question raised in arXiv:0910.1879. v2: minus one typo.