Related papers: Noncommutative Bennett and Rosenthal inequalities
We present a smooth probabilistic reformulation of $\ell_0$ regularized regression that does not require Monte Carlo sampling and allows for the computation of exact gradients, facilitating rapid convergence to local optima of the best…
Statistical dependencies among wavelet coefficients are commonly represented by graphical models such as hidden Markov trees(HMTs). However, in linear inverse problems such as deconvolution, tomography, and compressed sensing, the presence…
In this paper we establish an estimate for the rate of convergence of the Krasnosel'ski\v{\i}-Mann iteration for computing fixed points of non-expansive maps. Our main result settles the Baillon-Bruck conjecture [3] on the asymptotic…
We argue that randomized controlled trials (RCTs) are special even among settings where average treatment effects are identified by a nonparametric unconfoundedness assumption. This claim follows from two results of Robins and Ritov (1997):…
In this paper, we consider an unknown functional estimation problem in a general nonparametric regression model with the feature of having both multiplicative and additive noise.We propose two new wavelet estimators in this general context.…
We establish nonuniform Berry-Esseen bounds for martingales under the conditional Bernstein condition. These bounds imply Cram\'er type large deviations for moderate $x$'s, and are of exponential decay rate as de la Pe\~na's inequality when…
We continue the investigation of noncommutative cumulants. In this paper various characterizations of noncommutative Gaussian random variables are proved.
This is an update on the quasicentral modulus, an invariant for an n-tuple of Hilbert space operators and a rearrangement invariant norm, that plays a key-role in sharp multivariable generalizations of the classical Weyl-von Neumann-Kuroda…
In this paper, we give a new inequality for convex functions of real variables, and we apply this inequality to obtain considerable generalizations, refinements, and reverses of the Young and Heinz inequalities for positive scalars.…
We study nonparametric estimators of conditional Kendall's tau, a measure of concordance between two random variables given some covariates. We prove non-asymptotic bounds with explicit constants, that hold with high probabilities. We…
Concentration inequalities for the sample mean, like those due to Bernstein, Hoeffding, and Bentkus, are valid for any sample size but overly conservative, yielding confidence intervals that are unnecessarily wide. The central limit theorem…
In this note, we improve some concentration inequalities for martingales with bounded increments. These results recover the missing factor in Freedman-style inequalities and are near optimal. We also provide minor refinements of…
In this article, we provide an extension of the Chen-Stein inequality for Poisson approximation in the total variation distance for sums of independent Bernoulli random variables in two ways. We prove that we can improve the rate of…
We obtain estimates for the Kolmogorov distance to appropriately chosen gaussians, of linear functions \[ \sum_{i\in [n]^d} \theta_i X_i \] of random tensors $\boldsymbol{X}=\langle X_i:i\in [n]^d\rangle$ which are symmetric and…
We present an improved version of the second order Gaussian Poincar\'e inequality, firstly introduced in Chatterjee (2009) and Nourdin, Peccati and Reinert (2009). These novel estimates are used in order to bound distributional distances…
Kontsevich and Rosenberg propose to study smooth noncommutative spaces by approximation at level n by representation spaces. In this note we make some comments about their proposal.
We establish a general semiparametric Bernstein-von Mises theorem for Bayesian nonparametric priors based on continuous observations in a periodic reversible multidimensional diffusion model. We consider a wide range of functionals…
In this paper we study the regularity of paths in terms of properties of admissible nets. We show the right concentration inequality above the modulus of continuity. Using the approach we prove the Bernstein type inequality for the…
We prove concentration inequalities for several models of non-linear random matrices. As corollaries we obtain estimates for linear spectral statistics of the conjugate kernel of neural networks and non-commutative polynomials in (possibly…
It is shown by Connes, Douglas and Schwarz that gauge theory on noncommutative torus describes compactifications of M-theory to tori with constant background three-form field. This indicates that noncommutative gauge theories on more…