Published March 2, 2014
| Published + Submitted
Journal Article
Open
Subadditivity of matrix φ-entropy and concentration of random matrices
- Creators
- Chen, Richard Y.
-
Tropp, Joel A.
Abstract
This paper considers a class of entropy functionals defined for random matrices, and it demonstrates that these functionals satisfy a subadditivity property. Several matrix concentration inequalities are derived as an application of this result.
Additional Information
© 2014 The Authors. This work is licensed under a Creative Commons Attribution 3.0 License. Submitted to EJP on August 13, 2013, final version accepted on February 26, 2014. Publication Date: March 2, 2014. RYC and JAT are with the Department of Computing and Mathematical Sciences, California Institute of Technology. JAT gratefully acknowledges support from ONR awards N00014-08-1-0883 and N00014-11-1002, AFOSR award FA9550-09-1-0643, and a Sloan Research Fellowship. JAT also wishes to thank the Moore Foundation.Attached Files
Published - 2964-16461-1-PB.pdf
Submitted - 1308.2952v1.pdf
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1308.2952v1.pdf
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Additional details
- Alternative title
- Subadditivity of matrix phi-entropy and concentration of random matrices
- Eprint ID
- 49806
- Resolver ID
- CaltechAUTHORS:20140918-084717665
- Office of Naval Research (ONR)
- N00014-08-1-0883
- Office of Naval Research (ONR)
- N00014-11-1002
- Air Force Office of Scientific Research (AFOSR)
- FA9550-09-1-0643
- Alfred P. Sloan Foundation
- Gordon and Betty Moore Foundation
- Created
-
2014-09-18Created from EPrint's datestamp field
- Updated
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2021-11-10Created from EPrint's last_modified field