Related papers: A Note on Moment Inequality for Quadratic Forms
We explore the information geometry and asymptotic behaviour of estimators for Kronecker-structured covariances, in both growing-$n$ and growing-$p$ scenarios, with a focus towards examining the quadratic form or partial trace estimator…
Spectral methods of moments provide a powerful tool for learning the parameters of latent variable models. Despite their theoretical appeal, the applicability of these methods to real data is still limited due to a lack of robustness to…
We consider the invariant measure of homogeneous random walks in the quarter-plane. In particular, we consider measures that can be expressed as a finite linear combination of geometric terms and present conditions on the structure of these…
The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…
Newton's method has been an important approach for solving variational inequalities, quasi-Newton method is a good alternative choice to save computational cost. In this paper, we propose a new method for solving monotone variational…
Quantum coherence and entanglement are two key features in quantum mechanics and play important roles in quantum information processing and quantum computation. We provide a general triangle-like inequality satisfied by the $l_1$-norm…
The RV coefficient measures the similarity between two multivariate configurations, and its significance testing has attracted various proposals in the last decades. We present a new approach, the invariant orthogonal integration,…
We prove a matrix trace inequality for completely monotone functions and for Bernstein functions. As special cases we obtain non-trivial trace inequalities for the power function x->x^q, which for certain values of q complement McCarthy's…
We prove that in the context of general Markov semigroups Beckner inequalities with constants separated from zero as $p\to 1^+$ are equivalent to the modified log Sobolev inequality (previously only one implication was known to hold in this…
The classic likelihood ratio test for testing the equality of two covariance matrices breakdowns due to the singularity of the sample covariance matrices when the data dimension $p$ is larger than the sample size $n$. In this paper, we…
Initially motivated by the study of the non-asymptotic properties of non-parametric tests based on permutation methods, concentration inequalities for uniformly permuted sums have been largely studied in the literature. Recently, Delyon et…
We establish a new set of pointwise inequalities that order curvature invariants across various Petrov and Segre types of spacetimes. In arbitrary spacetime dimension, we systematically analyze inequalities among contractions of the Ricci…
We consider the problem of identifying a mixture of Gaussian distributions with same unknown covariance matrix by their sequence of moments up to certain order. Our approach rests on studying the moment varieties obtained by taking special…
Variational inequalities play a key role in machine learning research, such as generative adversarial networks, reinforcement learning, adversarial training, and generative models. This paper is devoted to the constrained variational…
We study an ensemble of random matrices (the Rosenzweig-Porter model) which, in contrast to the standard Gaussian ensemble, is not invariant under changes of basis. We show that a rather complete understanding of its level correlations can…
We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…
In this paper, we consider testing the martingale difference hypothesis for high-dimensional time series. Our test is built on the sum of squares of the element-wise max-norm of the proposed matrix-valued nonlinear dependence measure at…
Comparisons of the positive and negative halves of the distributions of parity-odd event variables in particle-physics experimental data can provide sensitivity to sources of non-standard parity violation. Such techniques benefit from…
Spherical symmetry arguments are used to produce a general device to convert identities and inequalities for the $p$th absolute moments of real-valued random variables into the corresponding identities and inequalities for the $p$th moments…
In this note we show how to construct a number of nonconvex quadratic inequalities for a variety of physics equations appearing in physical design problems. These nonconvex quadratic inequalities can then be used to construct bounds on…