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Subadditivity of Matrix phi-Entropy and Concentration of Random Matrices (1308.2952v1)
Published 13 Aug 2013 in cs.IT, math.IT, and math.PR
Abstract: Matrix concentration inequalities provide a direct way to bound the typical spectral norm of a random matrix. The methods for establishing these results often parallel classical arguments, such as the Laplace transform method. This work develops a matrix extension of the entropy method, and it applies these ideas to obtain some matrix concentration inequalities.
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