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math.PR2011★ 6 cited
A tail inequality for quadratic forms of subgaussian random vectors
Daniel Hsu, Sham M. Kakade, Tong Zhang
We prove an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to one that holds when the vect…
math.PR2011★ 13 cited
Dimension-free tail inequalities for sums of random matrices
Daniel Hsu, Sham M. Kakade, Tong Zhang
We derive exponential tail inequalities for sums of random matrices with no dependence on the explicit matrix dimensions. These are similar to the matrix versions of the Chernoff b…