Subadditivity of matrix φ-entropy and concentration of random matrices
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.
© 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.
Published - 2964-16461-1-PB.pdf
Submitted - 1308.2952v1.pdf