2016
DOI: 10.1098/rspa.2015.0563
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Characterizations of matrix and operator-valued Φ-entropies, and operator Efron–Stein inequalities

Abstract: )). These characterizations help us to better understand the properties of matrix Φ-entropies, and are a powerful tool for establishing matrix concentration inequalities for random matrices. Then, we propose an operator-valued generalization of matrix Φ-entropy functionals, and prove the subadditivity under Löwner partial ordering. Our results demonstrate that the subadditivity of operator-valued Φ-entropies is equivalent to the convexity. As an application, we derive the operator Efron-Stein inequality.

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Cited by 10 publications
(6 citation statements)
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References 42 publications
(89 reference statements)
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“…With the exception of few, this limited matrix concentration inequalities to dealing with independent random variables and to sums of independent random matrices. Several papers were devoted to properly defining the matrix entropy and establishing its basic properties such as the subadditivity [5,6,7]. However, as was noted in [6], it is not clear in general how to derive concentration inequalities from matrix functional inequalities, such as log-Sobolev inequality.…”
Section: Introduction and Main Resultsmentioning
confidence: 99%
“…With the exception of few, this limited matrix concentration inequalities to dealing with independent random variables and to sums of independent random matrices. Several papers were devoted to properly defining the matrix entropy and establishing its basic properties such as the subadditivity [5,6,7]. However, as was noted in [6], it is not clear in general how to derive concentration inequalities from matrix functional inequalities, such as log-Sobolev inequality.…”
Section: Introduction and Main Resultsmentioning
confidence: 99%
“…We then extend the matrix Poincaré inequality to Gaussian distribution (called matrix Gaussian Poincaré inequality, Theorem 4). These results rely on the matrix Efron-Stein inequality, which was first proven in our previous work [63,Theorem 5.1].…”
Section: Matrix Functional Inequalitiesmentioning
confidence: 98%
“…In the following, we recall the result from our previous work [63] and Eq. ( 7) to present a matrix Efron-Stein inequality, which plays a major role in the matrix Poincaré inequality.…”
Section: Matrix Functional Inequalitiesmentioning
confidence: 99%
“…(66) 2 We note that the Fréchet derivative of functions involving matrices has other applications in quantum information theory; see e.g. [35,36,37].…”
Section: Appendix a A Tight Concentration Inequalitymentioning
confidence: 99%