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Matrix Concentration for Products |
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| Authors: | Huang De Niles-Weed Jonathan Tropp Joel A. Ward Rachel |
| Affiliation: | 1.Department of Computing and Mathematical Sciences, California Institute of Technology, Pasadena, CA, 91125, USA ;2.Courant Institute of Mathematical Sciences and Center for Data Science, New York University, New York, NY, 10012, USA ;3.Oden Institute for Computational Engineering and Sciences, University of Texas, Austin, TX, 78712, USA ; |
| Abstract: | Foundations of Computational Mathematics - This paper develops nonasymptotic growth and concentration bounds for a product of independent random matrices. These results sharpen and generalize... |
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