Related papers: Tail bounds for Multivariate Random Tensor Means

In probability theory, the Chernoff bound gives exponentially decreasing bounds on tail distributions for sums of independent random variables and such bound is applied at different fields in science and engineering. In this work, we…

We analyze the tail behavior of solutions to sample average approximations (SAAs) of stochastic programs posed in Hilbert spaces. We require that the integrand be strongly convex with the same convexity parameter for each realization.…

Heavy-tailed noise is pervasive in modern machine learning applications, arising from data heterogeneity, outliers, and non-stationary stochastic environments. While second-order methods can significantly accelerate convergence in…

The estimation of the extremal dependence structure is spoiled by the impact of the bias, which increases with the number of observations used for the estimation. Already known in the univariate setting, the bias correction procedure is…

Despite the ubiquitous use of stochastic optimization algorithms in machine learning, the precise impact of these algorithms and their dynamics on generalization performance in realistic non-convex settings is still poorly understood. While…

Due to the explosive growth of large-scale data sets, tensors have been a vital tool to analyze and process high-dimensional data. Different from the matrix case, tensor decomposition has been defined in various formats, which can be…

We study the finite-time behaviour of the popular temporal difference (TD) learning algorithm when combined with tail-averaging. We derive finite time bounds on the parameter error of the tail-averaged TD iterate under a step-size choice…

We use tools from random matrix theory to study the multi-spiked tensor model, i.e., a rank-$r$ deformation of a symmetric random Gaussian tensor. In particular, thanks to the nature of local optimization methods used to find the maximum…

This work extends the Mond-Pecaric method to functions with multiple operators as arguments by providing arbitrarily close approximations of the original functions. Instead of using linear functions to establish lower and upper bounds for…

We study extensions of compressive sensing and low rank matrix recovery (matrix completion) to the recovery of low rank tensors of higher order from a small number of linear measurements. While the theoretical understanding of low rank…

We investigate robust nonparametric regression in the presence of heavy-tailed noise, where the hypothesis class may contain unbounded functions and robustness is ensured via a robust loss function $\ell_\sigma$. Using Huber regression as a…

We present a new class of prior measures in connection to $\ell_p$ regularization techniques when $p \in(0,1)$ which is based on the generalized Gamma distribution. We show that the resulting prior measure is heavy-tailed, non-convex and…

We develop deterministic perturbation bounds for singular values and vectors of orthogonally decomposable tensors, in a spirit similar to classical results for matrices such as those due to Weyl, Davis, Kahan and Wedin. Our bounds…

The results of Strassen and Raz show that good enough tensor rank lower bounds have implications for algebraic circuit/formula lower bounds. We explore tensor rank lower and upper bounds, focusing on explicit tensors. For odd d, we…

In the past few years, the slice-rank lemma of Tao has been applied successfully to many problems in extremal combinatorics. In this paper, first, we define a new notion of triangular tensors which generalizes that of triangular matrices…

Heavy-tailed metrics are common and often critical to product evaluation in the online world. While we may have samples large enough for Central Limit Theorem to kick in, experimentation is challenging due to the wide confidence interval of…

The goal of this work is to fill a gap in [Yang, SIAM J. Matrix Anal. Appl, 41 (2020), 1797--1825]. In that work, an approximation procedure was proposed for orthogonal low-rank tensor approximation; however, the approximation lower bound…

Abstract. The purpose of this paper is twofold. We introduce the theory of random tensors, which naturally extends the method of random averaging operators in our earlier work arXiv:1910.08492, to study the propagation of randomness under…

Low-rank tensor models are widely used in statistics. However, most existing methods rely heavily on the assumption that data follows a sub-Gaussian distribution. To address the challenges associated with heavy-tailed distributions…

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…