Related papers: Sharp Bounds for the Concentration of the Resolven…

In this paper we are concerned with resolvent estimates for the Laplacian $\Delta$ in Euclidean spaces. Uniform resolvent estimates for $\Delta$ were shown by Kenig, Ruiz and Sogge \cite{KRS} who established rather a complete description of…

We study the resolvent \[ G^z = \left(\frac{1}{n}XX^T - zI_p\right)^{-1}, \qquad z\in\mathbb C,\ \Im(z)>0, \] where $X=(x_1,\ldots,x_n)\in\mathcal M_{p,n}$ is a random matrix with independent, but not necessarily identically distributed,…

We prove concentration results for $\ell_p^n$ operator norms of rectangular random matrices and eigenvalues of self-adjoint random matrices. The random matrices we consider have bounded entries which are independent, up to a possible…

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…

Let $W_n= \frac{1}{\sqrt n} M_n$ be a Wigner matrix whose entries have vanishing third moment, normalized so that the spectrum is concentrated in the interval $[-2,2]$. We prove a concentration bound for $N_I = N_I(W_n)$, the number of…

We propose a simple generalization of the matrix resolvent to a resolvent for real symmetric tensors $T\in \otimes^p \mathbb{R}^N$ of order $p\ge 3$. The tensor resolvent yields an integral representation for a class of tensor invariants…

Random simplices and more general random convex bodies of dimension $p$ in $\mathbb{R}^n$ with $p\leq n$ are considered, which are generated by random vectors having an elliptical distribution. In the high-dimensional regime, that is, if…

This paper considers the problem of finding a low rank matrix from observations of linear combinations of its elements. It is well known that if the problem fulfills a restricted isometry property (RIP), convex relaxations using the nuclear…

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

We compute an asymptotic formula for the supremum of the resolvent norm ($\zeta$ -T ) -1 over |$\zeta$| $\ge$ 1 and contractions T acting on an n-dimensional Hilbert space, whose spectral radius does not exceed a given r $\in$ (0, 1). We…

We consider the problem of lower bounding a generalized Minkowski measure of subsets of a convex body with a log-concave probability measure, conditioned on the set size. A bound is given in terms of diameter and set size, which is sharp…

This article studies the \emph{robust covariance matrix estimation} of a data collection $X = (x_1,\ldots,x_n)$ with $x_i = \sqrt \tau_i z_i + m$, where $z_i \in \mathbb R^p$ is a \textit{concentrated vector} (e.g., an elliptical random…

We characterize the symmetric measures which satisfy the one dimensional convex infimum convolution inequality of Maurey. For these measures the tensorization argument yields the two level Talagrand's concentration inequalities for their…

Finding the rank of a tensor is a problem that has many applications. Unfortunately it is often very difficult to determine the rank of a given tensor. Inspired by the heuristics of convex relaxation, we consider the nuclear norm instead of…

This paper provides a framework to show the concentration of solutions $Y^*$ to convex minimizing problem where the objective function $\phi(X)(Y)$ depends on some random vector $X$ satisfying concentration of measure hypotheses. More…

We prove that few largest (and most important) eigenvalues of random symmetric matrices of various kinds are very strongly concentrated. This strong concentration enables us to compute the means of these eigenvalues with high precision. Our…

This is a companion paper of a recent one, entitled {\sl Integral concentration of idempotent trigonometric polynomials with gaps}. New results of the present work concern $L^1$ concentration, while the above mentioned paper deals with…

We investigate the rate of convergence in the central limit theorem for convex sets. We obtain bounds with a power-law dependence on the dimension. These bounds are asymptotically better than the logarithmic estimates which follow from the…

Let $Q(x,y)$ be a quadratic form with discriminant $D\neq 0$. We obtain non trivial upper bound estimates for the number of solutions of the congruence $Q(x,y)\equiv\lambda \pmod{p}$, where $p$ is a prime and $x,y$ lie in certain intervals…

We show a Talagrand-type concentration inequality for Multi-Task Learning (MTL), using which we establish sharp excess risk bounds for MTL in terms of distribution- and data-dependent versions of the Local Rademacher Complexity (LRC). We…