Related papers: Bernstein-type and Bennett-type inequalities for u…
We derive new Hanson-Wright-type inequalities tailored to the quadratic forms of random vectors with sparse independent components. Specifically, we consider cases where the components of the random vector are sparse $\alpha$-subexponential…
This paper derives confidence intervals (CI) and time-uniform confidence sequences (CS) for the classical problem of estimating an unknown mean from bounded observations. We present a general approach for deriving concentration bounds, that…
This paper is devoted to the study of noncommutative weak Orlicz spaces and martingale inequalities. Marcinkiewicz interpolation theorem is extended to include noncommutative weak Orlicz spaces as interpolation classes. In particular, we…
We present a set of high-probability inequalities that control the concentration of weighted averages of multiple (possibly uncountably many) simultaneously evolving and interdependent martingales. Our results extend the PAC-Bayesian…
In this article we present a Bernstein inequality for sums of random variables which are defined on a graphical network whose nodes grow at an exponential rate. The inequality can be used to derive concentration inequalities in…
We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions…
We establish concentration inequalities for Lipschitz functions of dependent random variables, whose dependencies are specified by forests. We also give concentration results for decomposable functions, improving Janson's Hoeffding-type…
Incomplete U-statistics have been proposed to accelerate computation. They use only a subset of the subsamples required for kernel evaluations by complete U-statistics. This paper gives a finite sample bound in the style of Bernstein's…
This is a continuation of our papers \cite{AP2} and \cite{AP3}. In those papers we obtained estimates for finite differences $(\D_Kf)(A)=f(A+K)-f(A)$ of the order 1 and $(\D_K^mf)(A)\df\sum\limits_{j=0}^m(-1)^{m-j}(m\j)f\big(A+jK\big)$ of…
Matrix concentration inequalities give bounds for the spectral-norm deviation of a random matrix from its expected value. These results have a weak dimensional dependence that is sometimes, but not always, necessary. This paper identifies…
We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued…
In this paper, we derive the moderate deviation principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are…
We prove noncommutative martingale inequalities associated with convex functions. More precisely, we obtain $\Phi$-moment analogues of the noncommutative Burkholder inequalities and the noncommutative Rosenthal inequalities for any convex…
In this paper, the author establishes the boundedness of parametric Littlewood-Paley operators from Musielak-Orlicz Hardy space to Musielak-Orlicz space, or to weak Musielak-Orlicz space at the critical index. Part of these results are new…
The more then hundred years old Bernstein inequality states that the supremum norm of the derivative of a trigonometric polynomial of fixed degree can be bounded from above by supremum norm of the polynomial itself. The reversed Bernstein…
We consider the three dimensional array $\mathcal{A} = \{a_{i,j,k}\}_{1\le i,j,k \le n}$, with $a_{i,j,k} \in [0,1]$, and the two random statistics $T_{1}:= \sum_{i=1}^n \sum_{j=1}^n a_{i,j,\sigma(i)}$ and $T_{2}:= \sum_{i=1}^{n}…
We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…
We generalize some earlier results on a Berezin-Toeplitz type of quantization on Hilbert spaces built over certain matrix domains. In the present, wider setting, the theory could be applied to systems possessing several kinematic and…
We develop a new framework for deriving time-uniform concentration bounds for the output of stochastic sequential algorithms satisfying certain recursive inequalities akin to those defining the almost-supermartingale processes introduced by…
Certain previously known upper bounds on the moments of the norm of martingales in 2-smooth Banach spaces are improved. Some of these improvements hold even for sums of independent real-valued random variables. Applications to concentration…