Moment inequalities for matrix-valued U-statistics of order 2

2018/01/18 by Stanislav Minsker, Minsker, Stanislav, Xiaohan Wei +1
Mathematics · Physics and Astronomy · #60E15 #FOS: Mathematics #Probability (math.PR) #Quantum Mechanics and Applications #Random Matrices and Applications #Statistical Mechanics and Entropy

paper · pdf · doi:10.48550/arxiv.1801.05921

openalex publication_date 2018/01/18 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We present Rosenthal-type moment inequalities for matrix-valued U-statistics of order 2. As a corollary, we obtain new matrix concentration inequalities for U-statistics. One of our main technical tools, a version of the non-commutative Khintchine inequality for the spectral norm of the Rademacher chaos, could be of independent interest.

Citations

• Circulant and Toeplitz matrices in compressed sensing

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