Related papers: Bernstein's inequalities for general Markov chains
Let $V$ be a symmetric convex body in $\R^m$. We prove sharp Bernstein-type inequalities for entire functions of exponential type with the spectrum in $V$ and discuss certain properties of the extremal functions. Markov-type inequalities…
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…
We present a convex-concave reformulation of the reversible Markov chain estimation problem and outline an efficient numerical scheme for the solution of the resulting problem based on a primal-dual interior point method for monotone…
Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…
We derive new concentration bounds for time averages of measurement outcomes in quantum Markov processes. This generalizes well-known bounds for classical Markov chains which provide constraints on finite time fluctuations of time-additive…
The utility of a Markov chain Monte Carlo algorithm is, in large part, determined by the size of the spectral gap of the corresponding Markov operator. However, calculating (and even approximating) the spectral gaps of practical Monte Carlo…
In a first part, we prove Bernstein-type deviation inequalities for bifurcating Markov chains (BMC) under a geometric ergodicity assumption, completing former results of Guyon and Bitseki Penda, Djellout and Guillin. These preliminary…
In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…
In this paper, we study moment and concentration inequalities for the spectral norm of sums of dependent random matrices. We establish novel Rosenthal-Burkholder inequalities for discrete-time matrix local martingales,…
We give Hoeffding and Bernstein-type concentration inequalities for the largest eigenvalue of sums of random matrices arising from a Markov chain. We consider time-dependent matrix-valued functions on a general state space, generalizing…
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…
Questions are posed regarding the influence that the column sums of the transition probabilities of a stochastic matrix (with row sums all one) have on the stationary distribution, the mean first passage times and the Kemeny constant of the…
A generalization of Young's inequality for convolution with sharp constant is conjectured for scenarios where more than two functions are being convolved, and it is proven for certain parameter ranges. The conjecture would provide a unified…
We obtain a Bernstein-type inequality for sums of Banach-valued random variables satisfying a weak dependence assumption of general type and under certain smoothness assumptions of the underlying Banach norm. We use this inequality in order…
The paper deals with (multidimensional and one-dimensional) Bochner-Phillips functional calculus. Bounded perturbations of Bernstein functions of (one or several commuting) semigroup generators on Banach spaces are considered, conditions…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
Higher order Bernstein- and Markov-type inequalities are established for trigonometric polynomials on compact subsets of the real line and algebraic polynomials on compact subsets of the unit circle. In the case of Markov-type inequalities…
Asymptotically sharp Bernstein- and Markov-type inequalities are established for rational functions on $C^2$ smooth Jordan curves and arcs. The results are formulated in terms of the normal derivatives of certain Green's functions with…
In this paper we study nonconvex penalization using Bernstein functions. Since the Bernstein function is concave and nonsmooth at the origin, it can induce a class of nonconvex functions for high-dimensional sparse estimation problems. We…
Using the renewal approach we prove exponential inequalities for additive functionals and empirical processes of ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The inequalities…