Related papers: Noncommutative Bennett and Rosenthal inequalities
Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for…
For noncomposite systems in classical and quantum domains, we obtain new inequalities such as the subadditivity and strong subadditivity conditions for Shannon entropies and information determined by the probability distributions and for…
We consider parameter inference for linear quantile regression with non-stationary predictors and errors, where the regression parameters are subject to inequality constraints. We show that the constrained quantile coefficient estimators…
The task of compressed sensing is to recover a sparse vector from a small number of linear and non-adaptive measurements, and the problem of finding a suitable measurement matrix is very important in this field. While most recent works…
We show that a reflexive subspace of the predual of a von Neumann algebra embeds into a noncommutative Lp space for some p>1. This is a noncommutative version of Rosenthal's result for commutative Lp spaces. Similarly for 1 < q < 2, an…
We present the best constant and the existence of extremal functions for an Improved Hardy-Sobolev inequality. We prove that, under a proper transformation, this inequality is equivalent to the Sobolev inequality in $\mathbb{R}^N$. We also…
In a doubling metric measure space $(X,\rho,\mu)$ supporting a Poincar\'e inequality, we give a new characterisation of first-order Sobolev spaces by mean oscillations, and extend previous characterisations of constant functions in terms of…
We prove Bernstein-type matrix concentration inequalities for linear combinations with matrix coefficients of binary random variables satisfying certain $\ell_\infty$-independence assumptions, complementing recent results by Kaufman, Kyng…
Following (Shevtsova, 2010) we introduce detailed classification of the asymptotically exact constants in natural estimates of the rate of convergence in the Lindeberg central limit theorem, namely in Esseen's, Rozovskii's, and Wang-Ahmad's…
In this paper we look at a well known linear inverse problem that is one of the mathematical cornerstones of the compressed sensing field. In seminal works \cite{CRT,DOnoho06CS} $\ell_1$ optimization and its success when used for recovering…
A set of functional inequalities - called Nash inequalities - are introduced and analyzed in the context of quantum Markov process mixing. The basic theory of Nash inequalities is extended to the setting of non-commutative Lp spaces, where…
We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…
We introduce the notion of Bartlett spectral measure for isometrically invariant random measures on proper metric commutative spaces. When the underlying Gelfand pair corresponds to a higher-rank, connected, simple matrix Lie group with…
In this article we present a Bernstein inequality for sums of random variables which are defined on a spatial lattice structure. The inequality can be used to derive concentration inequalities. It can be useful to obtain consistency…
We study compressed sensing when the sampling vectors are chosen from the rows of a unitary matrix. In the literature, these sampling vectors are typically chosen randomly; the use of randomness has enabled major empirical and theoretical…
Characterising intractable high-dimensional random variables is one of the fundamental challenges in stochastic computation. The recent surge of transport maps offers a mathematical foundation and new insights for tackling this challenge by…
Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…
In this paper we revisit the anisotropic isoperimetric and the Brunn-Minkowski inequalities for convex sets. The best known constant $C(n)=Cn^{7}$ depending on the space dimension $n$ in both inequalities is due to Segal [\ref{bib:Seg.}].…
We present simple randomized and exchangeable improvements of Markov's inequality, as well as Chebyshev's inequality and Chernoff bounds. Our variants are never worse and typically strictly more powerful than the original inequalities. The…
The aim of this paper is to propose new Rosenthal-type inequalities for moments of order higher than 2 of the maximum of partial sums of stationary sequences including martingales and their generalizations. As in the recent results by…