English
Related papers

Related papers: Improved Concentration Bounds for Gaussian Quadrat…

200 papers

Consider systems of equations $q_i(x)=0$, where $q_i: {\Bbb R}^n \longrightarrow {\Bbb R}$, $i=1, \ldots, m$, are quadratic forms. Our goal is to tell efficiently systems with many non-trivial solutions or near-solutions $x \ne 0$ from…

Optimization and Control · Mathematics 2020-06-24 Alexander Barvinok

We prove a Bennett-type concentration bound for suprema of empirical processes based on sampling without replacement and a corresponding bound in the case of an arbitrary Hoeffding statistics. We improve on the previous results of such…

Probability · Mathematics 2023-01-10 Bartłomiej Polaczyk

We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a regular (aperiodic and irreducible) finite Markov chain. Specially, consider a random walk on a regular Markov chain and a Hermitian matrix-valued…

Machine Learning · Statistics 2020-10-30 Jiezhong Qiu , Chi Wang , Ben Liao , Richard Peng , Jie Tang

We develop a new technique for proving concentration inequalities which relate between the variance and influences of Boolean functions. Using this technique, we 1. Settle a conjecture of Talagrand [Tal97] proving that $$\int_{\left\{…

Probability · Mathematics 2020-03-13 Ronen Eldan , Renan Gross

Hypothesis testing is a fundamental issue in statistical inference and has been a crucial element in the development of information sciences. The Chernoff bound gives the minimal Bayesian error probability when discriminating two hypotheses…

Quantum Physics · Physics 2009-11-13 J. Calsamiglia , R. Munoz-Tapia , Ll. Masanes , A. Acin , E. Bagan

\noindent Using the techniques connected with the measure of noncompactness we investigate the neutral difference equation of the following form \begin{equation*} \Delta \left(r_{n}\left(\Delta \left(x_{n}+p_{n}x_{n-k}\right) \right)…

Classical Analysis and ODEs · Mathematics 2014-01-14 Marek Galewski , Magdalena Nockowska Rosiak , Robert Jankowski , Ewa Schmeidel

In this paper we obtain some extensions of the classical Krylov-Safonov Harnack inequality. The novelty is that we consider functions that do not necessarily satisfy an infinitesimal equation but rather exhibit a two-scale behavior. We…

Analysis of PDEs · Mathematics 2018-03-28 Daniela De Silva , Ovidiu Savin

Concentration inequalities are fundamental tools in probabilistic combinatorics and theoretical computer science for proving that random functions are near their means. Of particular importance is the case where f(X) is a function of…

Combinatorics · Mathematics 2022-06-01 Lutz Warnke

We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…

Probability · Mathematics 2011-08-16 Yves F. Atchade , Matias D. Cattaneo

Ratios of integrals can be bounded in terms of ratios of integrands under certain monotonicity conditions. This result, related with L'H\^{o}pital's monotone rule, can be used to obtain sharp bounds for cumulative distribution functions. We…

Classical Analysis and ODEs · Mathematics 2016-06-08 Javier Segura

Let $q$ be an anisotropic quadratic form defined over a general field $F$. In this article, we formulate a new upper bound for the isotropy index of $q$ after scalar extension to the function field of an arbitrary quadric. On the one hand,…

Number Theory · Mathematics 2016-07-27 Stephen Scully

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…

Probability · Mathematics 2022-08-12 Daniel J. Fresen

Chernoff bound is a fundamental tool in theoretical computer science. It has been extensively used in randomized algorithm design and stochastic type analysis. Discrepancy theory, which deals with finding a bi-coloring of a set system such…

Probability · Mathematics 2022-07-15 Zhao Song , Ruizhe Zhang

We investigate the zeros of Epstein zeta functions associated with a positive definite quadratic form with rational coefficients in the vertical strip $ \sigma_1 < \Re s < \sigma_2 $, where $ 1/2 < \sigma_1 < \sigma_2 < 1 $. When the class…

Number Theory · Mathematics 2015-11-25 Steven Gonek , Yoonbok Lee

We provide in a unified way quantitative forms of strong convergence results for numerous iterative procedures which satisfy a general type of Fejer monotonicity where the convergence uses the compactness of the underlying set. These…

Logic · Mathematics 2015-08-25 Ulrick Kohlenbach , Laurentiu Leustean , Adriana Nicolae

In this paper, new sharp bounds for circular functions are proved. We provide some improvements of previous results by using infinite products, power series expansions and a generalisation of the so-called Bernoulli inequality. New proofs,…

General Mathematics · Mathematics 2020-02-21 Abd Raouf Chouikha

We present a non-asymptotic concentration inequality for the random matrix product \begin{equation}\label{eq:Zn} Z_n = \left(I_d-\alpha X_n\right)\left(I_d-\alpha X_{n-1}\right)\cdots \left(I_d-\alpha X_1\right), \end{equation} where…

Probability · Mathematics 2020-08-20 Sina Baghal

For any nonnegative Borel-measurable function f such that f(x)=0 if and only if x=0, the best constant c_f in the inequality E f(X-E X) \leq c_f E f(X) for all random variables X with a finite mean is obtained. Properties of the constant…

Probability · Mathematics 2017-01-17 Iosif Pinelis

In this study, we generate quantum channels with random Kraus operators to typically obtain almost twirling quantum channels and quantum expanders. To prove the concentration phenomena, we use matrix Bernstein's inequality. In this way, our…

Quantum Physics · Physics 2025-06-24 Motohisa Fukuda

We consider a random variable $X$ that takes values in a (possibly infinite-dimensional) topological vector space $\mathcal{X}$. We show that, with respect to an appropriate "normal distance" on $\mathcal{X}$, concentration inequalities for…

Probability · Mathematics 2010-09-27 Timothy John Sullivan , Houman Owhadi