## Speaker:

Stanislav Minsker

## Speaker Link:

## Institution:

USC

## Time:

Wednesday, May 15, 2024 - 2:00pm

## Host:

## Location:

510R Rowland Hall

We present Fuk-Nagaev - type inequality for the sums of independent self-adjoint operators. This bound could be viewed as an extension of the well known “Matrix Bernstein” inequality to the case of operators with heavy-tailed norms. As a corollary, we deduce Rosenthal moment inequality that improves upon the previously known versions even in the scalar case. Finally, we will discuss applications of these bounds to the covariance estimation problem.