  We consider the deviation inequalities for the sums of independent $d$ by $d$
random matrices, as well as rank one random tensors. Our focus is on the
non-isotropic case and the bounds that do not depend explicitly on the
dimension $d$, but rather on the effective rank. In an elementary and unified
manner, we show the following results:
  1) A deviation bound for the sums of independent positive-semi-definite
matrices. This result complements the dimension-free bound of Koltchinskii and
Lounici [Bernoulli, 2017] on the sample covariance matrix in the sub-Gaussian
case. 2) A new bound for truncated covariance matrices that is used to prove a
dimension-free version of the bound of Adamczak, Litvak, Pajor and
Tomczak-Jaegermann [Journal Of Amer. Math. Soc., 2010] on the sample covariance
matrix in the log-concave case. 3) Dimension-free bounds for the operator norm
of the sums of random tensors of rank one formed either by sub-Gaussian or by
log-concave random vectors. This complements the result of Gu\'{e}don and
Rudelson [Adv. in Math., 2007]. 4) A non-isotropic version of the result of
Alesker [Geom. Asp. of Funct. Anal., 1995] on the deviation of the norm of
sub-exponential random vectors. 5) A dimension-free lower tail bound for sums
of positive semi-definite matrices with heavy-tailed entries, sharpening the
bound of Oliveira [Prob. Th. and Rel. Fields, 2016].
  Our approach is based on the duality formula between entropy and moment
generating functions. In contrast to the known proofs of dimension-free bounds,
we avoid Talagrand's majorizing measure theorem, as well as generic chaining
bounds for empirical processes. Some of our tools were pioneered by O. Catoni
and co-authors in the context of robust statistical estimation.
