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论文类型： 期刊论文

发表时间： 2017-01-01

发表刊物： NEURAL COMPUTATION

收录刊物： SCIE、EI、PubMed、Scopus

卷号： 29

期号： 1

页面范围： 247-262

ISSN号： 0899-7667

摘要： The techniques of random matrices have played an important role in many machine learning models. In this letter, we present a new method to study the tail inequalities for sums of random matrices. Different from other work (Ahlswede & Winter, 2002; Tropp, 2012; Hsu, Kakade, & Zhang, 2012), our tail results are based on the largest singular value (LSV) and independent of the matrix dimension. Since the LSV operation and the expectation are noncommutative, we introduce a diagonalization method to convert the LSV operation into the trace operation of an infinitely dimensional diagonal matrix. In this way, we obtain another version of Laplace-transform bounds and then achieve the LSV-based tail inequalities for sums of random matrices.