Simple Norm Bounds for Polynomial Random Matrices via Decoupling
Abstract
We present a new method for obtaining norm bounds for random matrices, where each entry is a low-degree polynomial in an underlying set of independent real-valued random variables. Such matrices arise in a variety of settings in the analysis of spectral and optimization algorithms, which require understanding the spectrum of a random matrix depending on data obtained as independent samples. Using ideas of decoupling and linearization from analysis, we show a simple way of expressing norm bounds for such matrices, in terms of matrices of lower-degree polynomials corresponding to derivatives. Iterating this method gives a simple bound with an elementary proof, which can recover many bounds previously required more involved techniques.
Cite
@article{arxiv.2412.07936,
title = {Simple Norm Bounds for Polynomial Random Matrices via Decoupling},
author = {Madhur Tulsiani and June Wu},
journal= {arXiv preprint arXiv:2412.07936},
year = {2024}
}
Comments
ITCS 2025