Related papers: A Note on Moment Inequality for Quadratic Forms
Einstein equations for several matter sources in Robertson-Walker and Bianchi I type metrics, are shown to reduce to a kind of second order nonlinear ordinary differential equation $\ddot{y}+\alpha f(y)\dot{y}+\beta f(y)\int{f(y) dy}+\gamma…
The problem of detecting variance breaks in the case of smooth time-varying variance structure is studied. It is highlighted that the tests based on (piecewise) constant specification of the variance are not able to distinguish between…
Identification-robust hypothesis tests are commonly based on the continuous updating GMM objective function. When the number of moment conditions grows proportionally with the sample size, the large-dimensional weighting matrix prohibits…
In this paper we obtain a Bernstein type inequality for the sum of self-adjoint centered and geometrically absolutely regular random matrices with bounded largest eigenvalue. This inequality can be viewed as an extension to the matrix…
It is pointed out that a loophole exists in experimental tests of Bell inequality using atomic qubits, due to possible errors in the rotation angles of the atomic states. A sufficient condition is derived for closing the loophole.
In this paper, for solving inconsistent matrix equations we propose a dual-space residual-based randomized extended Kaczmarz method and its version with Nesterov momentum. Without the full column rank assumptions on coefficient matrices, we…
This paper is focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability,…
Weak convergence of inertial iterative method for solving variational inequalities is the focus of this paper. The cost function is assumed to be non-Lipschitz and monotone. We propose a projection-type method with inertial terms and give…
In this expository note, we give a modern proof of Hanson-Wright inequality for quadratic forms in sub-gaussian random variables. We deduce a useful concentration inequality for sub-gaussian random vectors. Two examples are given to…
We present moment inequalities for completely degenerate Banach space valued (generalized) U-statistics of arbitrary order. The estimates involve suprema of empirical processes which, in the real-valued case, can be replaced by simpler…
In this paper, an extension of the generalized free matrix based inequality is introduced in a unified form suitable for the estimation of integrals and sums of quadratic functions. The equivalences of several known variants are shown,…
We prove decoupling inequalities for random polynomials in independent random variables with coefficients in vector space. We use various means of comparison, including rearrangement invariant norms (e.g., Orlicz and Lorentz norms), tail…
In computational and applied statistics, it is of great interest to get fast and accurate calculation for the distributions of the quadratic forms of Gaussian random variables. This paper presents a novel approximation strategy that…
Moment inequalities play important roles in probability limit theory and mathematical statistics. In this work, the von Bahr-Esseen type inequality for extended negatively dependent random variables under sub-linear expectations is…
We survey a number of moment hierarchies and test their performances in computing one-dimensional shock structures. It is found that for high Mach numbers, the moment hierarchies are either computationally expensive or hard to converge,…
Eigenspaces of covariance matrices play an important role in statistical machine learning, arising in variety of modern algorithms. Quantitatively, it is convenient to describe the eigenspaces in terms of spectral projectors. This work…
The aim of this paper is to present an extragradient method for variational inequality associated to a point-to-set vector field in Hadamard manifolds and to study its convergence properties. In order to present our method the concept of…
An Ostrowski type integral inequality for convex functions and applications for quadrature rules and integral means are given. A refinement and a counterpart result for Hermite-Hadamard inequalities are obtained and some inequalities for…
The $K$ sample problem for high-dimensional vector time series is studied, especially focusing on sensor data streams, in order to analyze the second moment structure and detect changes across samples and/or across variables cumulated sum…
In a recent work, Klartag gave an improved version of Lichnerowicz' spectral gap bound for uniformly log-concave measures, which improves on the classical estimate by taking into account the covariance matrix. We analyze the equality cases…