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SUMMARY:Matrix Concentration Inequalities via the Method of Exchangeable P
 airs - Professor Michael I Jordan (UC Berkeley)
DTSTART:20130509T150000Z
DTEND:20130509T160000Z
UID:TALK44734@talks.cam.ac.uk
CONTACT:Zoubin Ghahramani
DESCRIPTION:I will present an approach to deriving exponential concentrati
 on inequalities and polynomial moment inequalities for the spectral norm o
 f a random matrix based\non Stein's method of exchangeable pairs.  Our wor
 k extends results by Chatterjee on concentration for scalar random variabl
 es to the setting of random matrices. When applied to a sum of independent
  random matrices\, this approach yields matrix generalizations of the clas
 sical inequalities due to Hoeffding\, Bernstein\, Khintchine\, and Rosenth
 al. The same technique delivers bounds for sums of dependent random matric
 es and more general matrix-valued functions of dependent random variables.
 \n[Joint work with Lester Mackey\, Richard Chen\, Brendan Farrell and Joel
  Tropp].
LOCATION: Cambridge University Engineering Department\, Lecture Room 1
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