Efron–Stein inequalities for random matrices

Daniel Paulin, Lester Mackey, Joel Tropp

Research output: Contribution to journalArticlepeer-review

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.
Original languageEnglish
Pages (from-to)3431-3473
Number of pages43
JournalAnnals of Probability
Volume44
Issue number5
DOIs
Publication statusPublished - 21 Sep 2016
Externally publishedYes

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