Related papers: Random embeddings with an almost Gaussian distorti…

We prove that if $(\mathcal{M},d)$ is an $n$-point metric space that embeds quasisymmetrically into a Hilbert space, then for every $\tau>0$ there is a random subset $\mathcal{Z}$ of $\mathcal{M}$ such that for any pair of points $x,y\in…

For any integers $d, n \geq 2$ and $1/({\min\{n,d\}})^{0.4999} < \varepsilon<1$, we show the existence of a set of $n$ vectors $X\subset \mathbb{R}^d$ such that any embedding $f:X\rightarrow \mathbb{R}^m$ satisfying $$ \forall x,y\in X,\…

Let $X_1,..., X_n \in \mathbb{R}^d$ be independent Gaussian random vectors with independent entries and variance profile $(b_{ij})_{i \in [d],j \in [n]}$. A major question in the study of covariance estimation is to give precise control on…

Consider the product $X = X_{1}\cdots X_{m}$ of $m$ independent $n\times n$ iid random matrices. When $m$ is fixed and the dimension $n$ tends to infinity, we prove Gaussian limits for the centered linear spectral statistics of $X$ for…

Let $\bm{x}_1,\cdots,\bm{x}_n$ be a random sample of size $n$ from a $p$-dimensional population distribution, where $p=p(n)\rightarrow\infty$. Consider a symmetric matrix $W=X^\top X$ with parameters $n$ and $p$, where…

Let $K \subset \mathbb{R}^n$ be a centered convex body of volume one. We prove that there exist absolute constants $c,C > 0$ and an orthonormal set of vectors $\Theta \subset S^{n-1}$ with size $\left|\Theta\right| \ge 9n/10$ such that, if…

A multivariable measurement error model $AX \approx B$ is considered. Here $A$ and $B$ are input and output matrices of measurements and $X$ is a rectangular matrix of fixed size to be estimated. The errors in $[A,B]$ are row-wise…

We study the problem of high-dimensional robust linear regression where a learner is given access to $n$ samples from the generative model $Y = \langle X,w^* \rangle + \epsilon$ (with $X \in \mathbb{R}^d$ and $\epsilon$ independent), in…

We consider the random field M(t)=\sup_{n\geq 1}\big\{-\log A_{n}+X_{n}(t)\big\}\,,\qquad t\in T\, for a set $T\subset \mathbb{R}^{m}$, where $(X_{n})$ is an iid sequence of centered Gaussian random fields on $T$ and $0<A_{1}<A_{2}<\cdots $…

We consider linear systems $Ax = b$ where $A \in \mathbb{R}^{m \times n}$ consists of normalized rows, $\|a_i\|_{\ell^2} = 1$, and where up to $\beta m$ entries of $b$ have been corrupted (possibly by arbitrarily large numbers). Haddock,…

Let $X_1,\dots,X_n$ be independent centered random vectors in $\mathbb{R}^d$. This paper shows that, even when $d$ may grow with $n$, the probability $P(n^{-1/2}\sum_{i=1}^nX_i\in A)$ can be approximated by its Gaussian analog uniformly in…

We consider the problem of Gaussian approximation for the $\kappa$th coordinate of a sum of high-dimensional random vectors. Such a problem has been studied previously for $\kappa=1$ (i.e., maxima). However, in many applications, a general…

Let $\mathcal A$ be the adjacency matrix of a random $d$-regular graph on $N$ vertices, and we denote its eigenvalues by $\lambda_1\geq \lambda_2\cdots \geq \lambda_{N}$. For $N^{2/3}\ll d\leq N/2$, we prove optimal rigidity estimates of…

Goemans showed that any $n$ points $x_1, \dotsc x_n$ in $d$-dimensions satisfying $\ell_2^2$ triangle inequalities can be embedded into $\ell_{1}$, with worst-case distortion at most $\sqrt{d}$. We extend this to the case when the points…

The trimmed mean of $n$ scalar random variables from a distribution $P$ is the variant of the standard sample mean where the $k$ smallest and $k$ largest values in the sample are discarded for some parameter $k$. In this paper, we look at…

Let $y$ be a random vector in \rn, satisfying $$ \Bbb E \, \tens{y} = id. $$ Let $M$ be a natural number and let $y_1 \etc y_M$ be independent copies of $y$. We prove that for some absolute constant $C$ $$ \enor{\frac{1}{M} \sum_i…

Let $\widetilde{X}_{M\times N}$ be a rectangular data matrix with independent real-valued entries $[\widetilde{x}_{ij}]$ satisfying $\mathbb {E}\widetilde{x}_{ij}=0$ and $\mathbb {E}\widetilde{x}^2_{ij}=\frac{1}{M}$, $N,M\to\infty$. These…

We study moderate deviations of suprema of parametrized sequences of sample bounded Gaussian processes $\{X _x(t), t\in T _x\}$, and first present recent sharp bounds in simple cases. In the almost periodic case, we prove an approximation…

We consider a square random matrix of size N of the form A + Y where A is deterministic and Y has iid entries with variance 1/N. Under mild assumptions, as N grows, the empirical distribution of the eigenvalues of A+Y converges weakly to a…

This note describes the concentration phenomenon for a high dimensional sub-gaussian vector \( X \). In the Gaussian case, for any linear operator \( Q \), it holds \( P\bigl( \| Q X \|^{2} - tr (B) > 2 \sqrt{x\, tr(B^{2})} + 2 \| B \| x…