Tensor Multivariate Trace Inequalities and their Applications

Abstract: We prove several trace inequalities that extend the Araki Lieb Thirring (ALT) inequality, Golden Thompson (GT) inequality and logarithmic trace inequality to arbitrary many tensors. Our approaches rely on complex interpolation theory as well as asymptotic spectral pinching, providing a transparent mechanism to treat generic tensor multivariate trace inequalities. As an example application of our tensor extension of the Golden Thompson inequality, we give the tail bound for the independent sum of tensors. Such bound will play a fundamental role in high dimensional probability and statistical data analysis.