A Note on Matrix Concentration Inequalities via the Method of Exchangeable Pairs
arXiv:1212.2012
Abstract
The aim of this paper is to prove an improved version of the bounded differences inequality for matrix valued functions, by developing the methods of Mackey et al.: "Matrix Concentration Inequalities via the Method of Exchangeable Pairs". Along the way, we prove new trace inequalities for the matrix exponential.
12 pages