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A Note on Matrix Concentration Inequalities via the Method of Exchangeable Pairs (1212.2012v2)

Published 10 Dec 2012 in math.PR and math.FA

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.

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