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arXiv · 1408.3470

Efron-Stein Inequalities for Random Matrices

Daniel Paulin·Lester Mackey·Joel A. Tropp
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Abstract

This paper establishes new concentration inequalities for random matrices constructed from independent random variables. These results are analogous with the generalized Efron-Stein inequalities developed by Boucheron et al. The proofs rely on the method of exchangeable pairs.

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Daniel Paulin, Lester Mackey, Joel A. Tropp. 2014-08-15. Efron-Stein Inequalities for Random Matrices. https://arxiv.org/abs/1408.3470

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