TL;DR
This paper introduces the field of matrix concentration inequalities, highlighting their development over 25 years and their importance in advancing computational mathematics applications.
Contribution
It provides an overview and invitation to the field of matrix concentration inequalities and their diverse applications.
Findings
Development of a remarkable family of results called matrix concentration inequalities.
These inequalities are flexible, easy to use, and powerful tools in computational mathematics.
The paper emphasizes the importance of these tools in various applications.
Abstract
Random matrices now play a role in many parts of computational mathematics. To advance these applications, it is desirable to have tools that are flexible, easy to use, and powerful. Over the last 25 years, researchers have developed a remarkable family of results, called matrix concentration inequalities, that meet the criteria. This paper offers an invitation to the field of matrix concentration and its multifarious applications.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.