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arXiv · 1801.05921

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

Stanislav Minsker·Xiaohan Wei
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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.

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Stanislav Minsker, Xiaohan Wei. 2018-01-18. Moment inequalities for matrix-valued U-statistics of order 2. https://arxiv.org/abs/1801.05921

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