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math.PR2020
Nonlinear Matrix Concentration via Semigroup Methods
De Huang, Joel A. Tropp
Matrix concentration inequalities provide information about the probability that a random matrix is close to its expectation with respect to the operator norm. This paper use…
math.PR2020
From Poincaré Inequalities to Nonlinear Matrix Concentration
De Huang, Joel A. Tropp
This paper deduces exponential matrix concentration from a Poincaré inequality via a short, conceptual argument. Among other examples, this theory applies to matrix-valued function…
math.PR2020
Matrix Concentration for Products
De Huang, Jonathan Niles-Weed, Joel A. Tropp +1
This paper develops nonasymptotic growth and concentration bounds for a product of independent random matrices. These results sharpen and generalize recent work of Henriksen-Ward,…