Related papers: Refining Concentration for Gaussian Quadratic Chao…
We prove a new and general concentration inequality for the excess risk in least-squares regression with random design and heteroscedastic noise. No specific structure is required on the model, except the existence of a suitable function…
Hardy-Littlewood-Sobolev (HLS) Inequality fails in the "critical" case: \mu=n. However, for discrete HLS, we can derive a finite form of HLS inequality with logarithm correction for a critical case: \mu=n and p=q, by limiting the inequality…
Within the framework of the search for the still unknown exact value of the real and complex Grothendieck constant $K_G^\mathbb{F}$ in the famous Grothendieck inequality (unsolved since 1953), where $\mathbb{F}$ denotes either the real or…
This paper establishes comprehensive stability results for quasi-variational inequalities (QVIs) under monotone perturbations of the governing operator. We prove strong convergence of both minimal and maximal solutions when sequences of…
We study the $P_1$ finite element approximation of the best constant in the classical Hardy inequality over bounded domains containing the origin in $\mathbb{R}^N$, for $N \geq 3$. Despite the fact that this constant is not attained in the…
We address the problem of finding worst-case nonparametric bounds for T-statistic by considering the extremal problem of maximising the mid-quantile (a special case of 'smoothed quantile' as discussed in \cite{St77} and \cite{W11}) $\tilde…
Choosing models from a hypothesis space is a frequent task in approximation theory and inverse problems. Cross-validation is a classical tool in the learner's repertoire to compare the goodness of fit for different reconstruction models.…
We derive a dimension-free Hanson-Wright inequality for quadratic forms of independent sub-gaussian random variables in a separable Hilbert space. Our inequality is an infinite-dimensional generalization of the classical Hanson-Wright…
We present a high order perturbative computation of the renormalization constants Z_V, Z_A and of the ratio Z_P/Z_S for Wilson fermions. The computational setup is the one provided by the RI'-MOM scheme. Three- and four-loop expansions are…
We present a concentration result concerning random weighted projections in high dimensional spaces. As applications, we prove (1) New concentration inequalities for random quadratic forms; (2) The infinity norm of most unit eigenvectors of…
In this work we provide performance guarantees for hypocoercive non-reversible MCMC samplers $X_t$ with invariant measure $\mu_*$; our results apply in particular to the Langevin equation, Hamiltonian Monte-Carlo, and the bouncy particle…
Consider $F$ an element of the $p$-th Wiener chaos $\WW_p$, and denote by $\prob_F$ its law. For a positive integer $m$, let $\boldsymbol{\gamma}_{F,m}$ be the Radon measure with density $x \mapsto \frac{e^{-x^2/2}}{\sqrt{2\pi}} \left(1 +…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
A central tool in the study of nonhomogeneous random matrices, the noncommutative Khintchine inequality, yields a nonasymptotic bound on the spectral norm of general Gaussian random matrices $X=\sum_i g_i A_i$ where $g_i$ are independent…
We describe a general technique that yields the first {\em Statistical Query lower bounds} for a range of fundamental high-dimensional learning problems involving Gaussian distributions. Our main results are for the problems of (1) learning…
We establish -among other things- existence and multiplicity of solutions for the Dirichlet problem $\sum_i\partial_{ii}u+\frac{|u|^{\crit-2}u}{|x|^s}=0$ on smooth bounded domains $\Omega$ of $ \rn$ ($n\geq 3$) involving the critical…
The matrix Markov inequality by Ahlswede was stated using the Loewner anti-order between positive definite matrices. Wang use this to derive several other Chebyshev and Chernoff-type inequalities (Hoeffding, Bernstein, empirical Bernstein)…
This paper establishes sharp dimension-free concentration and expectation bounds for the deviation of a sample cross-covariance matrix from its mean. For sub-Gaussian random vectors, we prove a high-probability operator-norm bound governed…
In this paper, we generalize and improve some fundamental concentration inequalities using information on the random variables' higher moments. In particular, we improve the classical Hoeffding's and Bennett's inequalities for the case…
Quadratic regularization has emerged as a potential alternative to the popular entropic regularization in computational optimal transport, offering the theoretical advantage of producing sparse couplings through its hinge density structure.…