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Matrix Concentration for Products
Authors:Huang  De  Niles-Weed  Jonathan  Tropp  Joel A  Ward  Rachel
Institution: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...
Keywords:
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