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Title: From Poincaré inequalities to nonlinear matrix concentration
This paper deduces exponential matrix concentration from a Poincaré inequality via a short, conceptual argument. Among other examples, this theory applies to matrix-valued functions of a uniformly log-concave random vector. The proof relies on the subadditivity of Poincaré inequalities and a chain rule inequality for the trace of the matrix Dirichlet form. It also uses a symmetrization technique to avoid difficulties associated with a direct extension of the classic scalar argument.  more » « less
Award ID(s):
1912654 1907977
PAR ID:
10286833
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Bernoulli
Volume:
23
Issue:
3
ISSN:
1350-7265
Page Range / eLocation ID:
1724–1744
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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