368 citations · 693 across the 10 of their papers we have counts for
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math.PR2012★ 78 cited
Matrix concentration inequalities via the method of exchangeable pairs
Lester Mackey, Michael I. Jordan, Richard Y. Chen +2
This paper derives exponential concentration inequalities and polynomial moment inequalities for the spectral norm of a random matrix. The analysis requires a matrix extension of t…
math.PR2011★ 1 cited
The Masked Sample Covariance Estimator: An Analysis via Matrix Concentration Inequalities
Richard Y. Chen, Alex Gittens, Joel A. Tropp
Covariance estimation becomes challenging in the regime where the number p of variables outstrips the number n of samples available to construct the estimate. One way to circumvent…