281 citations · 1.3k across the 71 of their papers we have counts for
5 papers · 1 filter
Efficient Concentration with Gaussian Approximation
Morgane Austern, Lester Mackey
Concentration inequalities for the sample mean, like those due to Bernstein, Hoeffding, and Bentkus, are valid for any sample size but overly conservative, yielding confidence inte…
Multivariate Stein Factors for a Class of Strongly Log-concave Distributions
Lester Mackey, Jackson Gorham
We establish uniform bounds on the low-order derivatives of Stein equation solutions for a broad class of multivariate, strongly log-concave target distributions. These "Stein fact…
Efron-Stein Inequalities for Random Matrices
Daniel Paulin, Lester Mackey, Joel A. Tropp
This paper establishes new concentration inequalities for random matrices constructed from independent random variables. These results are analogous with the generalized Efron-Stei…
Deriving Matrix Concentration Inequalities from Kernel Couplings
Daniel Paulin, Lester Mackey, Joel A. Tropp
This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matr…
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…