An Introduction to Matrix Concentration Inequalities

An Introduction to Matrix Concentration Inequalities
Author :
Publisher :
Total Pages : 256
Release :
ISBN-10 : 1601988389
ISBN-13 : 9781601988386
Rating : 4/5 (386 Downloads)

Book Synopsis An Introduction to Matrix Concentration Inequalities by : Joel Tropp

Download or read book An Introduction to Matrix Concentration Inequalities written by Joel Tropp and published by . This book was released on 2015-05-27 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. It is therefore desirable to have tools for studying random matrices that are flexible, easy to use, and powerful. Over the last fifteen years, researchers have developed a remarkable family of results, called matrix concentration inequalities, that achieve all of these goals. This monograph offers an invitation to the field of matrix concentration inequalities. It begins with some history of random matrix theory; it describes a flexible model for random matrices that is suitable for many problems; and it discusses the most important matrix concentration results. To demonstrate the value of these techniques, the presentation includes examples drawn from statistics, machine learning, optimization, combinatorics, algorithms, scientific computing, and beyond.


An Introduction to Matrix Concentration Inequalities Related Books

An Introduction to Matrix Concentration Inequalities
Language: en
Pages: 256
Authors: Joel Tropp
Categories: Computers
Type: BOOK - Published: 2015-05-27 - Publisher:

DOWNLOAD EBOOK

Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. It is therefore desirable to have tools for studying rando
Concentration Inequalities
Language: en
Pages: 492
Authors: Stéphane Boucheron
Categories: Mathematics
Type: BOOK - Published: 2013-02-07 - Publisher: Oxford University Press

DOWNLOAD EBOOK

Describes the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities to transportation argumen
An Introduction to Random Matrices
Language: en
Pages: 507
Authors: Greg W. Anderson
Categories: Mathematics
Type: BOOK - Published: 2010 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.
An Introduction to Matrix Concentration Inequalities
Language: en
Pages: 230
Authors: Joel Aaron Tropp
Categories: Matrix derivatives
Type: BOOK - Published: 2015 - Publisher:

DOWNLOAD EBOOK

Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. Therefore, it is desirable to have tools for studying rand
High-Dimensional Probability
Language: en
Pages: 299
Authors: Roman Vershynin
Categories: Business & Economics
Type: BOOK - Published: 2018-09-27 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.