Efron-Stein inequalities for random matrices

DOI10.1214/15-AOP1054zbMath1378.60025arXiv1408.3470OpenAlexW2241795583WikidataQ56506297 ScholiaQ56506297MaRDI QIDQ341495

Joel A. Tropp, Lester Mackey, Daniel Paulin

Publication date: 16 November 2016

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.3470

zbMATH Keywords

Stein's methodrandom matrixcouplingtrace inequalityconcentration inequalitiesnoncommutativeEfron-Stein inequalitybounded differencesexchangeable pairs

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Random matrices (algebraic aspects) (15B52) Exchangeability for stochastic processes (60G09)

Related Items (12)

The Expected Norm of a Sum of Independent Random Matrices: An Elementary Approach ⋮ Efficient Error and Variance Estimation for Randomized Matrix Computations ⋮ Central moment inequalities using Stein's method ⋮ Unnamed Item ⋮ Matrix Poincaré, Φ-Sobolev inequalities, and quantum ensembles ⋮ MSE bounds for estimators of matrix functions ⋮ A variance bound for a general function of independent noncommutative random variables ⋮ From Poincaré inequalities to nonlinear matrix concentration ⋮ Nonlinear matrix concentration via semigroup methods ⋮ Bernstein-type inequality for a class of dependent random matrices ⋮ Matrix Poincaré inequalities and concentration ⋮ Weighted Poincaré inequalities, concentration inequalities and tail bounds related to Stein kernels in dimension one

This page was built for publication: Efron-Stein inequalities for random matrices