Scalar and Matrix Chernoff Bounds from $\ell_{\infty}$-Independence

We present new scalar and matrix Chernoff-style concentration bounds for a broad class of probability distributions over the binary hypercube ${0,1}^n$. Motivated by recent tools developed for the study of mixing times of Markov chains on discrete distributions, we say that a distribution is $\ell\infty$-independent when the infinity norm of its influence matrix $\mathcal{I}$ is bounded by a constant. We show that any distribution which is $\ell\infty$-independent satisfies a matrix Chernoff bound that matches the matrix Chernoff bound for independent random variables due to Tropp. Our matrix Chernoff bound is a broad generalization and strengthening of the matrix Chernoff bound of Kyng and Song (FOCS'18). Using our bound, we can conclude as a corollary that a union of $O(\log|V|)$ random spanning trees gives a spectral graph sparsifier of a graph with $|V|$ vertices with high probability, matching results for independent edge sampling, and matching lower bounds from Kyng and Song.