Related papers: Sharp Matrix Empirical Bernstein Inequalities

We sharpen the moment comparison inequalities with sharp constants for sums of random vectors uniform on Euclidean spheres, providing a deficit term (optimal in high dimensions).

Freedman's inequality is a martingale counterpart to Bernstein's inequality. This result shows that the large-deviation behavior of a martingale is controlled by the predictable quadratic variation and a uniform upper bound for the…

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…

A "mysterious" relation between the number variance and the variance of the $L$-th ordered eigenvalue, first suggested by French et al. [Ann. Phys. 113, 277 (1978)], is revisited and proven to be asymptotically exact for the $\beta=2$ Dyson…

Random sampling has become a critical tool in solving massive matrix problems. For linear regression, a small, manageable set of data rows can be randomly selected to approximate a tall, skinny data matrix, improving processing time…

We prove almost Strichartz estimates found after adding regularity in the spherical coordinates for Schr\"odinger-like equations. The estimates are sharp up to endpoints. The proof relies on estimates involving spherical averages. Sharpness…

The asymptotic freeness of independent unitarily invariant $N\times N$ random matrices holds in expectation up to $O(N^{-2})$. An already known consequence is the infinitesimal freeness in expectation. We put in evidence another consequence…

We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…

Bernstein's inequality is a central result in the theory of $D$-modules on smooth varieties. While Bernstein's inequality fails for rings of differential operators on general singularities, recent work of \`{A}lvarez Montaner, Hern\'andez,…

We obtain variance inequalities for quadratic forms of weakly dependent random variables with bounded fourth moments. We also discuss two application. Namely, we use these inequalities for deriving the limiting spectral distribution of a…

The spectral properties of signed directed graphs, which may be naturally obtained by assigning a sign to each edge of a directed graph, have received substantially less attention than those of their undirected and/or unsigned counterparts.…

Variational inequalities have gained significant attention in machine learning and optimization research. While stochastic methods for solving these problems typically assume independent data sampling, we investigate an alternative approach…

Let $M_n$ be a class of symmetric sparse random matrices, with independent entries $M_{ij} = \delta_{ij} \xi_{ij}$ for $i \leq j$. $\delta_{ij}$ are i.i.d. Bernoulli random variables taking the value $1$ with probability $p \geq…

We prove that a sum of random matrices generated by a $\psi$-mixing Markov chain has similar spectral properties to a Gaussian matrix with the same mean and covariance structure. This nonasymptotic universality principle enables sharp…

We consider the strong form of the John-Nirenberg inequality for the $L^2$-based BMO. We construct explicit Bellman functions for the inequality in the continuous and dyadic settings and obtain the sharp constant as well as the precise…

Using techniques from harmonic analysis, we derive several sharp stability estimates for the second order Heisenberg Uncertainty Principle. We also present the explicit lower and upper bounds for the sharp stability constants and compute…

In contemporary applied and computational mathematics, a frequent challenge is to bound the expectation of the spectral norm of a sum of independent random matrices. This quantity is controlled by the norm of the expected square of the…

Let $V\subset\R^m$ be a convex body, symmetric about all coordinate hyperplanes, and let $\PP_{aV},\, a\ge 0$, be a set of all algebraic polynomials whose Newton polyhedra are subsets of $aV$. We prove a limit equality as $a\to \iy$ between…

A sharp-threshold theorem is proved for box-crossing probabilities on the square lattice. The models in question are the random-cluster model near the self-dual point $p_{\mathrm {sd}}(q)=\sqrt{q}/(1+\sqrt{q})$, the Ising model with…

One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…