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The contraction inequality for Rademacher averages is extended to Lipschitz functions with vector-valued domains, and it is also shown that in the bounding expression the Rademacher variables can be replaced by arbitrary iid symmetric and…

Machine Learning · Computer Science 2016-05-04 Andreas Maurer

We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…

Probability · Mathematics 2021-06-24 Andreas Maurer , Massimiliano Pontil

This paper establishes Lipschitz stability for the simultaneous recovery of a variable density coefficient and the initial displacement in a damped biharmonic wave equation. The data consist of the boundary Cauchy data for the Laplacian of…

Analysis of PDEs · Mathematics 2026-05-18 Minghui Bi , Yixian Gao

The paper gives an improvement of the Trudinger-Moser inequality, in which the constraint set is defined not by the squared gradient norm, but with the squared gradient norm minus a remainder term of the weighted L^p-type. This is a…

Analysis of PDEs · Mathematics 2013-05-21 Cyril Tintarev

Let S_n:=a_1\vp_1+...+a_n\vp_n, where \vp_1,...,\vp_n are independent Rademacher random variables (r.v.'s) and a_1,...,a_n are any real numbers such that a_1^2+...+a_n^2=1. Let Z be a standard normal r.v. It is proved that the best constant…

Probability · Mathematics 2008-03-14 Iosif Pinelis

We establish generic uniform convergence guarantees for Gaussian data in terms of the Rademacher complexity of the hypothesis class and the Lipschitz constant of the square root of the scalar loss function. We show how these guarantees…

Machine Learning · Statistics 2023-06-26 Lijia Zhou , Zhen Dai , Frederic Koehler , Nathan Srebro

We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…

Classical Analysis and ODEs · Mathematics 2022-04-29 Grigori A. Karagulyan

The method to derive uniform bounds with Gaussian and Rademacher complexities is extended to the case where the sample average is replaced by a nonlinear statistic. Tight bounds are obtained for U-statistics, smoothened L-statistics and…

Statistics Theory · Mathematics 2019-05-13 Andreas Maurer , Massimiliano Pontil

The classical Gaussian concentration inequality for Lipschitz functions is adapted to a setting where the classical assumptions (i.e. Lipschitz and Gaussian) are not met. The theory is more direct than much of the existing theory designed…

Probability · Mathematics 2022-05-16 Daniel J. Fresen

We improve constants in the Rademacher-Menchov inequality.

Probability · Mathematics 2007-05-23 Witold Bednorz

We study necessary and sufficient conditions for contraction and incremental stability of dynamical systems with respect to non-Euclidean norms. First, we introduce weak pairings as a framework to study contractivity with respect to…

Optimization and Control · Mathematics 2022-08-02 Alexander Davydov , Saber Jafarpour , Francesco Bullo

We provide a simple, general argument to obtain improvements of concentration-type inequalities starting from improvements of their corresponding isoperimetric-type inequalities. We apply this argument to obtain robust improvements of the…

Optimization and Control · Mathematics 2015-07-14 Eric A. Carlen , Francesco Maggi

Let $\varepsilon_1,\ldots,\varepsilon_n$ be independent identically distributed Rademacher random variables, that is $\mathbb{P}\{\varepsilon_i=\pm1\}=1/2$. Let $S_n=a_1\varepsilon_1+\cdots+a_n\varepsilon_n$, where…

Probability · Mathematics 2015-06-02 Vidmantas Kastytis Bentkus , Dainius Dzindzalieta

For discrete martingale-difference sequences $d=\{d_1,\ldots,d_n\}$ we consider Khintchine type inequalities, involving certain square function $\mathfrak S (d)$ considered by Chang-Wilson-Wolff in 1982. In particular, we prove…

Probability · Mathematics 2025-12-22 Grigori A. Karagulyan

We give a strengthening of the classical Khintchine inequality between the second and the $p$-th moment for $p \ge 3$ with optimal constant by adding a deficit depending on the vector of coefficients of the Rademacher sum.

Probability · Mathematics 2025-04-15 Jacek Jakimiuk

Rademacher theorem asserts that Lipschitz continuous functions between Euclidean spaces are differentiable almost everywhere. In this work we extend this result to set-valued maps using an adequate notion of set-valued differentiability…

Classical Analysis and ODEs · Mathematics 2022-12-14 Aris Daniilidis , Marc Quincampoix

From concentration inequalities for the suprema of Gaussian or Rademacher processes an inequality is derived. It is applied to sharpen existing and to derive novel bounds on the empirical Rademacher complexities of unit balls in various…

Machine Learning · Computer Science 2014-06-10 Andreas Maurer , Massimiliano Pontil , Bernardino Romera-Paredes

We consider Khintchine type inequalities on the $p$-th moments of vectors of $N$ $k$-wise independent Rademacher random variables. We show that an analogue of Khintchine's inequality holds, with a constant $N^{1/2-k/2p}$, when $k$ is even.…

Probability · Mathematics 2017-08-30 Brendan Pass , Susanna Spektor

\begin{abstract} Let $P\pm$ be the Riesz's projection operator and let $P_-= I - P_+$. We consider estimates of the expression $\|( |P_ + f | ^s + |P_- f |^s) ^{\frac{1}{s}}\|_{L^p (\mathbf{T})}$ in terms of Lebesgue $p$-norm of the…

Functional Analysis · Mathematics 2023-05-24 Marijan Marković , Petar Melentijević

Building on the inequalities for homogeneous tetrahedral polynomials in independent Gaussian variables due to R. Lata{\l}a we provide a concentration inequality for non-necessarily Lipschitz functions $f\colon \R^n \to \R$ with bounded…

Probability · Mathematics 2013-04-09 Radosław Adamczak , Paweł Wolff
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