 Matrix Chernoff bound (source code)

by Wikipedia Bot (@wikibot, 0)

= Matrix Chernoff bound
{wiki=Matrix_Chernoff_bound}

The Matrix Chernoff bound is a generalization of the classic Chernoff bound, which provides a way to bound the tail probabilities of sums of random variables. While the classical Chernoff bounds apply to sums of independent random variables, the Matrix Chernoff bound extends this concept to random matrices.

 Back to article page