Related papers: Concentration inequalities for polynomials of cont…

We study two notions of concentration for homogeneous polynomials of degree $N$ in $d+1$ complex variables on the unit sphere: a local notion measuring the fraction of the $L^2$-norm supported on a measurable subset; and a global notion…

We obtain a Bernstein type Gaussian concentration inequality for martingales. Our inequality improves the Azuma-Hoeffding inequality for moderate deviations $x$. Following the work of McDiarmid (1989), Talagrand (1996) and Boucheron, Lugosi…

In this note, we prove that on any graph of maximal degree $d$ the mixing time of the Glauber Dynamics for the Ising Model at $\beta_c=\tanh^{-1}(\frac1{d-1})$, the uniqueness threshold on the infinite $d$-regular tree, is at most…

We obtain the tail probability of generalized sub-Gaussian canonical processes. It can be viewed as a variant of the Bernstein-type inequality in the i.i.d case, and we further get a tighter bound of concentration inequality through…

We prove that in the full $L^2$-regime the partition function of the directed polymer model in dimensions $d\geq 3$, if centered, scaled and averaged with respect to a test function $\varphi \in C_c(\mathbb{R}^d)$, converges in distribution…

We develop an operator-theoretic framework for stability and statistical concentration in nonlinear inverse problems with block-structured parameters. Under a unified set of assumptions combining blockwise Lipschitz geometry, local…

We investigate the asymptotic behavior of Bayesian posterior distributions under independent and identically distributed ($i.i.d.$) misspecified models. More specifically, we study the concentration of the posterior distribution on…

We study the simultaneous concentration of the values of several additive functions along polynomial shifts. Under a slight restriction, this yields an extension of a result from Hal\'asz in 1975.

We consider the problem of recovering a real-valued $n$-dimensional signal from $m$ phaseless, linear measurements and analyze the amplitude-based non-smooth least squares objective. We establish local convergence of subgradient descent…

Consider $n$ complex random matrices $X_1,\ldots,X_n$ of size $d\times d$ sampled i.i.d. from a distribution with mean $E[X]=\mu$. While the concentration of averages of these matrices is well-studied, the concentration of other functions…

We prove that probability laws of certain multidimensional semimartingales which includes time-inhomogenous diffusions, under suitable assumptions, satisfy Quadratic Transportation Cost Inequality under the uniform metric. From this we…

We consider directed polymers in random environment on the lattice Z d at small inverse temperature and dimension d $\ge$ 3. Then, the normalized partition function W n is a regular martingale with limit W. We prove that n (d--2)/4 (W n --…

In this work we design a general method for proving moment inequalities for polynomials of independent random variables. Our method works for a wide range of random variables including Gaussian, Boolean, exponential, Poisson and many…

Stein's method for concentration inequalities was introduced to prove concentration of measure in problems involving complex dependencies such as random permutations and Gibbs measures. In this paper, we provide some extensions of the…

We prove concentration inequalities for $f\left( X\right) $ about its median, where $X$ is a random vector in $\mathbb{R}^n$ with independent heavy tailed coordinates of Weibull or power type, and $f:\mathbb{R}^n\rightarrow\mathbb{R}$ is a…

In this manuscript we give an extension of the classic Salem--Zygmund inequality for locally sub-Gaussian random variables. As an application, the concentration of the roots of a Kac polynomial is studied, which is the main contribution of…

We prove extensions of classical concentration inequalities for random variables which have $\alpha$-subexponential tail decay for any $\alpha \in (0,2]$. This includes Hanson--Wright type and convex concentration inequalities. We also…

We study the behavior of the posterior distribution in high-dimensional Bayesian Gaussian linear regression models having $p\gg n$, with $p$ the number of predictors and $n$ the sample size. Our focus is on obtaining quantitative finite…

We prove several different anti-concentration inequalities for functions of independent Bernoulli-distributed random variables. First, motivated by a conjecture of Alon, Hefetz, Krivelevich and Tyomkyn, we prove some "Poisson-type"…

In the first part of this paper, an approximate theory is developed for the leading order concentration dependence of the sedimentation coefficient for rod-like colloids/polymers/macromolecules. To first order in volume fraction $\phi$ of…