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Playing with positive definite matrices – II: entropy edition

Francis Bach · published 7 March 2022

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https://en.wikipedia.org/wiki/Bregman_divergence
en.wikipedia.org
https://en.wikipedia.org/wiki/Covariance_matrix
en.wikipedia.org
https://en.wikipedia.org/wiki/Multivariate_normal_distribution
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https://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence
en.wikipedia.org
http://carma.newcastle.edu.au/resources/jon/Preprints/Books/CUP/CUPold/MaterialI/bregman.pdf
carma.newcastle.edu.au
http://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf
web.stanford.edu
http://people.eecs.berkeley.edu/~wainwrig/Papers/WaiJor08_FTML.pdf
people.eecs.berkeley.edu
http://arxiv.org/pdf/1501.01571
arxiv.org
http://arxiv.org/pdf/2202.08545.pdf
arxiv.org
Playing with positive definite matrices – I: matrix monotony and convexity Read at the source ↗
francisbach.com
https://en.wikipedia.org/wiki/Spectrahedron
en.wikipedia.org
https://en.wikipedia.org/wiki/Pinsker%27s_inequality
en.wikipedia.org
http://www.cs.cmu.edu/~yaoliang/mynotes/sc.pdf
cs.cmu.edu
https://www2.isye.gatech.edu/~nemirovs/MLOptChapterI.pdf
www2.isye.gatech.edu
https://link.springer.com/content/pdf/10.1007/s10107-006-0001-8.pdf
link.springer.com
https://arxiv.org/pdf/quant-ph/0604206.pdf
arxiv.org
https://en.wikipedia.org/wiki/Kronecker_product
en.wikipedia.org
Playing with positive definite matrices – I: matrix monotony and convexity Read at the source ↗
francisbach.com
https://en.wikipedia.org/wiki/F-divergence
en.wikipedia.org
http://sciencedirect.com/science/article/pii/000187087390011X/pdf?md5=09b7ceaa543358cef395fa6af8de62aa&pid=1-s2.0-000187087390011X-main.pdf
sciencedirect.com
http://users.cms.caltech.edu/~jtropp/
users.cms.caltech.edu
https://en.wikipedia.org/wiki/Hoeffding%27s_inequality
en.wikipedia.org
https://en.wikipedia.org/wiki/Bernstein_inequalities_(probability_theory
en.wikipedia.org
https://en.wikipedia.org/wiki/Azuma%27s_inequality
en.wikipedia.org
https://arxiv.org/pdf/1501.01571
arxiv.org
http://di.ens.fr/~fbach/ltfp_book.pdf
di.ens.fr
https://arxiv.org/pdf/2202.08545.pdf
arxiv.org
https://carma.newcastle.edu.au/resources/jon/Preprints/Books/CUP/CUPold/MaterialI/bregman.pdf
carma.newcastle.edu.au
https://people.eecs.berkeley.edu/~wainwrig/Papers/WaiJor08_FTML.pdf
people.eecs.berkeley.edu
https://www.sciencedirect.com/science/article/pii/000187087390011X/pdf?md5=09b7ceaa543358cef395fa6af8de62aa&pid=1-s2.0-000187087390011X-main.pdf
sciencedirect.com
https://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf
web.stanford.edu
http://www2.isye.gatech.edu/~nemirovs/MLOptChapterI.pdf
www2.isye.gatech.edu
https://www.di.ens.fr/~fbach/ltfp_book.pdf
di.ens.fr