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We present two sharp, closed-form empirical Bernstein inequalities for symmetric random matrices with bounded eigenvalues. By sharp, we mean that both inequalities adapt to the unknown variance in a tight manner: the deviation captured by…

Probability · Mathematics 2025-09-19 Hongjian Wang , Aaditya Ramdas

A model is proposed for the statistical analysis of arbitrary-strength quantum measurements, based on a picture of "sampling weak values" from different configurations of the system. The model is comprised of two elements: a "local weak…

Quantum Physics · Physics 2007-05-23 Alonso Botero

We characterize the solution of a broad class of convex optimization problems that address the reconstruction of a function from a finite number of linear measurements. The underlying hypothesis is that the solution is decomposable as a…

Optimization and Control · Mathematics 2021-07-26 Michael Unser , Shayan Aziznejad

A generalization of the Bernstein matrix concentration inequality to random tensors of general order is proposed. This generalization is based on the use of Einstein products between tensors, from which a strong link can be established…

Statistics Theory · Mathematics 2021-05-31 Z. Luo , L. Qi , Ph. L. Toint

We present a short proof of a conjecture proposed by I. Ra\c{s}a (2017), which is an inequality involving basic Bernstein polynomials and convex functions. This proof was given in the letter to I. Ra\c{s}a (2017). The methods of our proof…

Classical Analysis and ODEs · Mathematics 2018-01-09 Andrzej Komisarski , Teresa Rajba

Wasserstein Generative Adversarial Networks (WGANs) can be used to generate realistic samples from complicated image distributions. The Wasserstein metric used in WGANs is based on a notion of distance between individual images, which…

Computer Vision and Pattern Recognition · Computer Science 2019-01-14 Jonas Adler , Sebastian Lunz

In this note, we study some concentration properties for Lipschitz maps defined on Hamming graphs, as well as their stability under sums of Banach spaces. As an application, we extend a result of Causey on the coarse Lipschitz structure of…

Functional Analysis · Mathematics 2023-01-27 Audrey Fovelle

The existence of a solution, convergence and stability of the penalty method for variational inequalities with nonsmooth unbounded uniformly and properly monotone operators in Banach spase $B$ are investigated. All the objects of the…

funct-an · Mathematics 2008-02-03 Ya. I. Alber

A Bernstein-type exponential inequality for (generalized) canonical U-statistics of order 2 is obtained and the Rosenthal and Hoffmann-J{\o}rgensen inequalities for sums of independent random variables are extended to (generalized)…

Probability · Mathematics 2015-01-06 Evarist Giné , Rafał Latała , Joel Zinn

We study concentration inequalities for structured weighted sums of random data, including (i) tensor inner products and (ii) sequential matrix sums. We are interested in tail bounds and concentration inequalities for those structured…

Statistics Theory · Mathematics 2026-02-11 Chen Cheng , Rina Foygel Barber

We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…

Probability · Mathematics 2017-02-06 Idir Arab , Paulo Eduardo Oliveira

In decision-making problems under uncertainty, probabilistic constraints are a valuable tool to express safety of decisions. They result from taking the probability measure of a given set of random inequalities depending on the decision…

Optimization and Control · Mathematics 2021-02-09 Yassine Laguel , Wim van Ackooij , Jérôme Malick , Guilherme Ramalho

We review various characterizations of uniform convexity and smoothness on norm balls in finite-dimensional spaces and connect results stemming from the geometry of Banach spaces with \textit{scaling inequalities} used in analysing the…

Optimization and Control · Mathematics 2021-02-19 Thomas Kerdreux , Alexandre d'Aspremont , Sebastian Pokutta

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…

Probability · Mathematics 2025-12-23 Morgane Austern , Lester Mackey

We study the variable metric forward-backward splitting algorithm for convex minimization problems without the standard assumption of the Lipschitz continuity of the gradient. In this setting, we prove that, by requiring only mild…

Optimization and Control · Mathematics 2017-05-02 Saverio Salzo

Consider a Bernoulli random field satisfying the Hannan's condition. Recently, invariance principles for partial sums of random fields over rectangular index sets are established. In this note we complement previous results by investigating…

Probability · Mathematics 2015-11-17 Jana Klicnarová , Dalibor Volný , Yizao Wang

We propose and analyze a mixed formulation for the Brinkman-Forchheimer equations for unsteady flows. Our approach is based on the introduction of a pseudostress tensor related to the velocity gradient, leading to a mixed formulation where…

Numerical Analysis · Mathematics 2020-09-01 Sergio Caucao , Ivan Yotov

Adaptive experiments are becoming increasingly popular in real-world applications for effectively maximizing in-sample welfare and efficiency by data-driven sampling. Despite their growing prevalence, however, the statistical foundations…

Statistics Theory · Mathematics 2026-04-15 Ziang Niu , Zhimei Ren

We use a method similar to ultraproducts to study the common fixed point of a left reversible semitopological semigroup acting on a Banach space. As an application, we prove a Bruck-type theorem for nearly uniformly convex Banach spaces to…

Functional Analysis · Mathematics 2017-02-02 Fouad Naderi

In these notes, we study nonlinear embeddings between Banach spaces which are also weakly sequentially continuous. In particular, our main result implies that if a Banach space $X$ coarsely (resp. uniformly) embeds into a Banach space $Y$…

Functional Analysis · Mathematics 2017-10-24 Bruno de Mendonça Braga