Bernstein Concentration Inequalities for Tensors via Einstein Products
Statistics Theory
2021-05-31 v1 Numerical Analysis
Optimization and Control
Statistics Theory
Abstract
A generalization of the Bernstein matrix concentration inequality to random tensors of general order is proposed. This generalization is based on the use of Einstein products between tensors, from which a strong link can be established between matrices and tensors, in turn allowing exploitation of existing results for the former.
Keywords
Cite
@article{arxiv.1902.03056,
title = {Bernstein Concentration Inequalities for Tensors via Einstein Products},
author = {Z. Luo and L. Qi and Ph. L. Toint},
journal= {arXiv preprint arXiv:1902.03056},
year = {2021}
}
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12 pages