Related papers: A concentration inequality for product spaces
Let $(X,\mu)$ be a standard probability space. An automorphism $T$ of $(X,\mu)$ has the weak Pinsker property if for every $\varepsilon > 0$ it has a splitting into a direct product of a Bernoulli shift and an automorphism of entropy less…
The Euclidean concentration inequality states that, among sets with fixed volume, balls have $r$-neighborhoods of minimal volume for every $r>0$. On an arbitrary set, the deviation of this volume growth from that of a ball is shown to…
A metric probability space $(\Omega,d)$ obeys the ${\it concentration\; of\; measure\; phenomenon}$ if subsets of measure $1/2$ enlarge to subsets of measure close to 1 as a transition parameter $\epsilon$ approaches a limit. In this paper…
We prove new concentration estimates for random variables that are functionals of a Poisson measure defined on a general measure space. Our results are specifically adapted to geometric applications, and are based on a pervasive use of a…
In this work we provide performance guarantees for hypocoercive non-reversible MCMC samplers $X_t$ with invariant measure $\mu_*$; our results apply in particular to the Langevin equation, Hamiltonian Monte-Carlo, and the bouncy particle…
Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…
We consider a homogeneous space $X=(X,d,m) $ of dimension $\nu\geq1$ and a local regular Dirichlet form in $L^{2}(X,m) .$ We prove that if a Poincar\'{e} inequality holds on every pseudo-ball $B(x,R) $ of $X$, then an Harnack's inequality…
Suppose $\{ X_k \}_{k \in \mathbb{Z}}$ is a sequence of bounded independent random matrices with common dimension $d\times d$ and common expectation $\mathbb{E}[ X_k ]= X$. Under these general assumptions, the normalized random matrix…
The sign uncertainty principle of Bourgain, Clozel & Kahane asserts that if a function $f:\mathbb{R}^d\to \mathbb{R}$ and its Fourier transform $\widehat{f}$ are nonpositive at the origin and not identically zero, then they cannot both be…
Parseval and equal-norm frames play a fundamental role in frame theory and signal processing. In this work, we prove non-asymptotic concentration bounds showing that random equal-norm frames are nearly Parseval with high probability, and…
We derive the exact asymptotic distribution of the conditional likelihood-ratio test in instrumental variables regression under weak instrument asymptotics and for multiple endogenous variables. The distribution is conditional on all…
Nowadays we have many methods allowing to exploit the regularising properties of the linear part of a nonlinear dispersive equation (such as the KdV equation, the nonlinear wave or the nonlinear Schroedinger equations) in order to prove…
Heterogeneous data from multiple populations, sub-groups, or sources is often represented as a ``mixture model'' with a single latent class influencing all of the observed covariates. Heterogeneity can be resolved at multiple levels by…
We prove a tight subspace concentration inequality for the dual curvature measures of a symmetric convex body.
We study various generalizations of concentration of measure on the unit sphere, in particular by means of log-Sobolev inequalities. First, we show Sudakov-type concentration results and local semicircular laws for weighted random matrices.…
We prove an extension of McDiarmid's inequality for metric spaces with unbounded diameter. To this end, we introduce the notion of the {\em subgaussian diameter}, which is a distribution-dependent refinement of the metric diameter. Our…
We consider kinetic SDEs with low regularity coefficients in the setting recently introduced in [6]. For the solutions to such equations, we first prove a Harnack inequality. Using the abstract approach of [5], this inequality then allows…
The tails of the distribution of a mean zero, variance $\sigma^2$ random variable $Y$ satisfy concentration of measure inequalities of the form $\mathbb{P}(Y \ge t) \le \exp(-B(t))$ for $$ B(t)=\frac{t^2}{2( \sigma^2 + ct)} \quad \mbox{for…
We investigate the interaction between the product of invariant types and domination-equivalence. We present a theory where the latter is not a congruence with respect to the former, provide sufficient conditions for it to be, and study the…
We show somewhat unexpectedly that whenever a general Bernstein-type maximal inequality holds for partial sums of a sequence of random variables, a maximal form of the inequality is also valid.