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Related papers: Concentration inequalities for random tensors

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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…

Probability · Mathematics 2021-06-28 Stefan Bamberger , Felix Krahmer , Rachel Ward

We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…

Probability · Mathematics 2013-05-07 Razvan Gurau

We study the limiting spectral distribution of large-dimensional sample covariance matrices associated with symmetric random tensors formed by $\binom{n}{d}$ different products of $d$ variables chosen from $n$ independent standardized…

Probability · Mathematics 2021-11-09 Pavel Yaskov

We prove a non-asymptotic concentration inequality for the spectral norm of sparse inhomogeneous random tensors with Bernoulli entries. For an order-$k$ inhomogeneous random tensor $T$ with sparsity $p_{\max}\geq \frac{c\log n}{n }$, we…

Probability · Mathematics 2021-05-05 Zhixin Zhou , Yizhe Zhu

We obtain estimates for the Kolmogorov distance to appropriately chosen gaussians, of linear functions \[ \sum_{i\in [n]^d} \theta_i X_i \] of random tensors $\boldsymbol{X}=\langle X_i:i\in [n]^d\rangle$ which are symmetric and…

Probability · Mathematics 2023-09-12 Pandelis Dodos , Konstantinos Tyros

Let $\mathbf{X}(n) \in \mathbb{R}^d$ be a sequence of random vectors, where $n\in\mathbb{N}$ and $d = d(n)$. Under certain weakly dependence conditions, we prove that the distribution of the maximal component of $\mathbf{X}$ and the…

Probability · Mathematics 2025-04-22 Mikhail Isaev , Igor Rodionov , Rui-Ray Zhang , Maksim Zhukovskii

Let $X_1,\ldots,X_n$ be independent identically distributed random vectors in $\mathbb{R}^d$. We consider upper bounds on $\max_x \mathbb{P}(a_1X_1+\cdots+a_nX_n=x)$ under various restrictions on $X_i$ and the weights $a_i$. When…

Probability · Mathematics 2020-08-04 Tomas Juškevičius , Valentas Kurauskas

In this paper, we prove new relations between the bias of multilinear forms, the correlation between multilinear forms and lower degree polynomials, and the rank of tensors over $GF(2)= \{0,1\}$. We show the following results for…

Computational Complexity · Computer Science 2018-04-26 Abhishek Bhrushundi , Prahladh Harsha , Pooya Hatami , Swastik Kopparty , Mrinal Kumar

A classical result by Otter shows that the complete graph has an exponential number of non-isomorphic spanning trees. This was recently extended by Lee to every almost regular graph of sufficiently large degree. In this paper, we consider…

Combinatorics · Mathematics 2026-03-19 Veronica Bitonti , Lukas Michel , Alex Scott

This paper establishes sharp dimension-free concentration inequalities and expectation bounds for the deviation of the sum of simple random tensors from its expectation. As part of our analysis, we use generic chaining techniques to obtain…

Probability · Mathematics 2025-09-30 Omar Al-Ghattas , Jiaheng Chen , Daniel Sanz-Alonso

We show that a generic tensor $T\in \mathbb{F}^{n\times n\times \dots\times n}$ of order $k$ and CP rank $d$ can be uniquely recovered from $n\log n+dn\log \log n +o(n\log \log n) $ uniformly random entries with high probability if $d$ and…

Combinatorics · Mathematics 2024-08-08 Hiroki Hamaguchi , Shin-ichi Tanigawa

We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…

Probability · Mathematics 2017-04-18 Stanislav Minsker

Given an order-$d$ tensor $\tensor A \in \R^{n \times n \times...\times n}$, we present a simple, element-wise sparsification algorithm that zeroes out all sufficiently small elements of $\tensor A$, keeps all sufficiently large elements of…

Numerical Analysis · Mathematics 2015-02-05 Nam H. Nguyen , Petros Drineas , Trac D. Tran

We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…

Probability · Mathematics 2018-11-06 Christoph H. Lampert , Liva Ralaivola , Alexander Zimin

This paper establishes sharp concentration inequalities for simple random tensors. Our theory unveils a phenomenon that arises only for asymmetric tensors of order $p \ge 3:$ when the effective ranks of the covariances of the component…

Probability · Mathematics 2026-03-23 Jiaheng Chen , Daniel Sanz-Alonso

We propose a novel approach to concentration for non-independent random variables. The main idea is to ``pretend'' that the random variables are independent and pay a multiplicative price measuring how far they are from actually being…

Information Theory · Computer Science 2023-10-31 Amedeo Roberto Esposito , Marco Mondelli

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…

Mathematical Finance · Quantitative Finance 2026-03-11 Yunfan Zhao

In this paper, we address the problem of testing independence between two high-dimensional random vectors. Our approach involves a series of max-sum tests based on three well-known classes of rank-based correlations. These correlation…

Methodology · Statistics 2024-04-04 Hongfei Wang , Binghui Liu , Long Feng

We present a concentration result concerning random weighted projections in high dimensional spaces. As applications, we prove (1) New concentration inequalities for random quadratic forms; (2) The infinity norm of most unit eigenvectors of…

Probability · Mathematics 2014-08-19 Van Vu , Ke Wang

We pursue the current developments in random tensor theory by laying the foundations of a free probability theory for tensors and establish its relevance in the study of random tensors of high dimension. We give a definition of freeness…

Probability · Mathematics 2024-11-05 Remi Bonnin , Charles Bordenave
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