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An Introduction to Matrix Concentration Inequalities (Foundations and Trends in Machine Learning)

Joel A. Tropp




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 | #4176770 in Books |  2015-05-29 | Original language:English | PDF # 1 |  9.21 x.53 x6.14l,.79 | File type: PDF | 252 pages

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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 begi...

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