Related papers: A note on concentration for polynomials in the Isi…

We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…

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…

We present concentration inequalities on the multislice which are based on (modified) log-Sobolev inequalities. This includes bounds for convex functions and multilinear polynomials. As an application we show concentration results for the…

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…

We establish sparse Hanson-Wright inequalities for quadratic forms of sparse $\alpha$-sub-exponential random vectors with exponent parameter $\alpha\in(0, 2]$. In the regime $0< \alpha\le 1$ we derive a refined inequality that is optimal in…

This paper deduces exponential matrix concentration from a Poincar\'e inequality via a short, conceptual argument. Among other examples, this theory applies to matrix-valued functions of a uniformly log-concave random vector. The proof…

Probability measures satisfying a Poincar{\'e} inequality are known to enjoy a dimension free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincar{\'e} inequality automatically…

We consider Gibbs measures on the configuration space $S^{\mathbb{Z}^d}$, where mostly $d\geq 2$ and $S$ is a finite set. We start by a short review on concentration inequalities for Gibbs measures. In the Dobrushin uniqueness regime, we…

For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussian concentration inequalities, transportation inequalities…

We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions…

Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…

This article is devoted to nonlinear approximation and estimation via piecewise polynomials built on partitions into dyadic rectangles. The approximation rate is studied over possibly inhomogeneous and anisotropic smoothness classes that…

We extend the theory of concentration inequalities to simple random tensors with heavy-tailed coefficients. Specifically, we consider the class of sub-Weibull distributions $\mathcal{S}_\alpha$ for $\alpha \in [1, 2]$. We establish…

This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…

We prove concentration inequalities for general functions of weakly dependent random variables satisfying the Dobrushin condition. In particular, we show Talagrand's convex distance inequality for this type of dependence. We apply our…

Motivated by the inverse Littlewood-Offord problem for linear forms, we study the concentration of quadratic forms. We show that if this form concentrates on a small ball with high probability, then the coefficients can be approximated by a…

In this paper we prove multilevel concentration inequalities for bounded functionals $f = f(X_1, \ldots, X_n)$ of random variables $X_1, \ldots, X_n$ that are either independent or satisfy certain logarithmic Sobolev inequalities. The…

We provide moment bounds for expressions of the type $(X^{(1)} \otimes \dots \otimes X^{(d)})^T A (X^{(1)} \otimes \dots \otimes X^{(d)})$ where $\otimes$ denotes the Kronecker product and $X^{(1)}, \dots, X^{(d)}$ are random vectors with…

We describe five types of results concerning information and concentration of discrete random variables, and relationships between them, motivated by their counterparts in the continuous case. The results we consider are information…

This paper investigates the estimation of the interaction function for a class of McKean-Vlasov stochastic differential equations. The estimation is based on observations of the associated particle system at time $T$, considering the…