Related papers: Random Tensor Inequalities and Tail bounds for Biv…

Measures of tail dependence between random variables aim to numerically quantify the degree of association between their extreme realizations. Existing tail dependence coefficients (TDCs) are based on an asymptotic analysis of relevant…

We establish the one-to one bilateral interrelations between an asymptotic behavior for the tail of distributions for random variables and its great moments evaluation. Our results generalize the famous Richter's ones.

We introduce subspace rank as a tool for studying ranks of tensors and X-rank more generally. We derive a new upper bound for the rank of a tensor and determine the ranks of partially symmetric tensors in C^2 \otimes C^b \otimes C^b. We…

We investigate a way of comparing and classifying tails of random variables. Our approach extends the notion of classical indices, such as exponential and moment indices, which are widely used measuring heaviness of tail functions. A…

In this paper we present a method for obtaining tail-bounds for random variables satisfying certain probabilistic recurrences that arise in the analysis of randomized parallel divide and conquer algorithms. In such algorithms, some…

We derive sharp probability bounds on the tails of a product of symmetric non-negative random variables using only information about their first two moments. If the covariance matrix of the random variables is known exactly, these bounds…

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…

Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost…

We compute the expected value of powers of the geometric condition number of random tensor rank decompositions. It is shown in particular that the expected value of the condition number of $n_1\times n_2 \times 2$ tensors with a random…

Probabilistic recurrence relations (PRRs) are a standard formalism for describing the runtime of a randomized algorithm. Given a PRR and a time limit $\kappa$, we consider the classical concept of tail probability $\Pr[T \ge \kappa]$, i.e.,…

In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically, we examine queueing systems under Heavy-Traffic (HT)…

This work derives extremal tail bounds for the Gaussian trace estimator applied to a real symmetric matrix. We define a partial ordering on the eigenvalues, so that when a matrix has greater spectrum under this ordering, its estimator will…

In this paper we revisited the classical problem of max-sum equivalence of randomly weighted sums in two dimensions. In opposite to the most papers in literature, we consider that there exists some interdependence between the primary random…

Regular variation is often used as the starting point for modeling multivariate heavy-tailed data. A random vector is regularly varying if and only if its radial part $R$ is regularly varying and is asymptotically independent of the angular…

We study the bias of random bounded-degree polynomials over odd prime fields and show that, with probability exponentially close to 1, such polynomials have exponentially small bias. This also yields an exponential tail bound on the weight…

We prove the existence of an open set of $n_1\times n_2 \times n_3$ tensors of rank $r$ on which a popular and efficient class of algorithms for computing tensor rank decompositions based on a reduction to a linear matrix pencil, typically…

In this paper, we focus on the fixed TT-rank and precision problems of finding an approximation of the tensor train (TT) decomposition of a tensor. Note that the TT-SVD and TT-cross are two well-known algorithms for these two problems.…

We consider multivariate extreme value statistics for independent but nonidentically distributed random vectors. In particular, the data may have varying tail copulas and also heteroscedastic marginal distributions. Assuming smoothly…

We study the problem of factor modelling vector- and tensor-valued time series in the presence of heavy tails in the data, which produce extreme observations with non-negligible probability. We propose to combine a two-step procedure for…

We propose robust sparse reduced rank regression for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed method is based on a convex relaxation of a rank- and sparsity-constrained non-convex…