相关论文: Suprema of Chaos Processes and the Restricted Isom…
In this paper, we obtain a $p$-th moment bound for the suprema of a log-concave-tailed nonhomogeneous chaos process, which is optimal in some special cases. A crucial ingredient of the proof is a novel decoupling inequality, which may be of…
We establish the restricted isometry property for finite dimensional Gabor systems, that is, for families of time--frequency shifts of a randomly chosen window function. We show that the $s$-th order restricted isometry constant of the…
We modify Talagrand's generic chaining method to obtain upper bounds for all p-th moments of the supremum of a stochastic process. These bounds lead to an estimate for the upper tail of the supremum with optimal deviation parameters. We…
In this paper, we study the restricted isometry property of partial random circulant matrices. For a bounded subgaussian generator with independent entries, we prove that the partial random circulant matrices satisfy $s$-order RIP with high…
In this paper we look at isometry properties of random matrices. During the last decade these properties gained a lot attention in a field called compressed sensing in first place due to their initial use in \cite{CRT,CT}. Namely, in…
In the theory of compressed sensing, restricted isometry analysis has become a standard tool for studying how efficiently a measurement matrix acquires information about sparse and compressible signals. Many recovery algorithms are known to…
A matrix $A \in \mathbb{C}^{q \times N}$ satisfies the restricted isometry property of order $k$ with constant $\varepsilon$ if it preserves the $\ell_2$ norm of all $k$-sparse vectors up to a factor of $1\pm \varepsilon$. We prove that a…
Matrix concentration inequalities and their recently discovered sharp counterparts provide powerful tools to bound the spectrum of random matrices whose entries are linear functions of independent random variables. However, in many…
The expected supremum of a Gaussian process indexed by the image of an index set under a function class is bounded in terms of separate properties of the index set and the function class. The bound is relevant to the estimation of nonlinear…
We show that classical chaining bounds on the suprema of random processes in terms of entropy numbers can be systematically improved when the underlying set is convex: the entropy numbers need not be computed for the entire set, but only…
Let $A$ be an $N \times N$ Fourier matrix over $\mathbb{F}_p^{\log{N}/\log{p}}$ for some prime $p$. We improve upon known lower bounds for the number of rows of $A$ that must be sampled so that the resulting matrix $M$ satisfies the…
This note is concerned with weakly interacting stochastic particle systems with possibly singular pairwise interactions. In this setting, we observe a connection between entropic propagation of chaos and exponential concentration bounds for…
Finding upper limits on the rate of events from a proposed process in the presence of unknown backgrounds is an often encountered problem in the search for rare processes. Methods based on unusually large "gaps", or spacings, in the event…
We study statistical restricted isometry, a property closely related to sparse signal recovery, of deterministic sensing matrices of size $m \times N$. A matrix is said to have a statistical restricted isometry property (StRIP) of order $k$…
In the first chapter of Shannon's "A Mathematical Theory of Communication," it is shown that the maximum entropy rate of an input process of a constrained system is limited by the combinatorial capacity of the system. Shannon considers…
The Restricted Isometry Property (RIP) is a fundamental property of a matrix which enables sparse recovery. Informally, an $m \times n$ matrix satisfies RIP of order $k$ for the $\ell_p$ norm, if $\|Ax\|_p \approx \|x\|_p$ for every vector…
We propose the existence of a new universality in classical chaotic systems when the number of degrees of freedom is large: the statistical property of the Lyapunov spectrum is described by Random Matrix Theory. We demonstrate it by…
In this article we study a relatively novel way of constructing chaotic sequences of probability measures supported on Kac's sphere, which are obtained as the law of a vector of $N$ i.i.d. variables after it is rescaled to have unit average…
Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…
Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…