中文
相关论文

相关论文: On the Dimension-Free Concentration of Simple Tens…

200 篇论文

This paper establishes sharp dimension-free concentration inequalities and expectation bounds for the deviation of the sum of simple random tensors from its expectation. As part of our analysis, we use generic chaining techniques to obtain…

概率论 · 数学 2025-09-30 Omar Al-Ghattas , Jiaheng Chen , Daniel Sanz-Alonso

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…

概率论 · 数学 2026-05-19 Jiaheng Chen , Daniel Sanz-Alonso

We obtain dimension-free concentration inequalities for $\ell^p$-norms, $p\geq2$, of infinitely divisible random vectors with independent coordinates and finite exponential moments. Besides such norms, the methods and results extend to some…

概率论 · 数学 2009-09-29 Christian Houdré , Philippe Marchal , Patricia Reynaud-Bouret

This paper establishes sharp concentration inequalities for simple random tensors. Our theory unveils a phenomenon that arises only for asymmetric tensors of order $p \ge 3:$ when the effective ranks of the covariances of the component…

概率论 · 数学 2026-03-23 Jiaheng Chen , Daniel Sanz-Alonso

In this expository note, we give a modern proof of Hanson-Wright inequality for quadratic forms in sub-gaussian random variables. We deduce a useful concentration inequality for sub-gaussian random vectors. Two examples are given to…

概率论 · 数学 2013-10-02 Mark Rudelson , Roman Vershynin

A generalization of the Bernstein matrix concentration inequality to random tensors of general order is proposed. This generalization is based on the use of Einstein products between tensors, from which a strong link can be established…

统计理论 · 数学 2021-05-31 Z. Luo , L. Qi , Ph. L. Toint

This paper deduces exponential matrix concentration from a Poincar\'e inequality via a short, conceptual argument. Among other examples, this theory applies to matrix-valued functions of a uniformly log-concave random vector. The proof…

概率论 · 数学 2021-01-08 De Huang , Joel A. Tropp

We derive novel concentration inequalities for the operator norm of the sum of self-adjoint operators that do not explicitly depend on the underlying dimension of the operator, but rather an intrinsic notion of it. Our analysis leads to…

统计理论 · 数学 2026-02-17 Diego Martinez-Taboada , Aaditya Ramdas

Matrix concentration inequalities, intimately connected to the Non-Commutative Khintchine inequality, have been an important tool in both applied and pure mathematics. We study tensor versions of these inequalities, and establish…

Motivated by the general matrix deviation inequality for i.i.d ensemble Gaussian matrix, we study its universality property. As a starting point for this problem, we show that this property holds for $\ell_{p}$-norm with $1\leq p< \infty$…

概率论 · 数学 2023-02-28 Te-Chun Wang , Yuan-Chung Sheu

We consider the deviation inequalities for the sums of independent $d$ by $d$ random matrices, as well as rank one random tensors. Our focus is on the non-isotropic case and the bounds that do not depend explicitly on the dimension $d$, but…

概率论 · 数学 2022-05-27 Nikita Zhivotovskiy

The Hanson-Wright inequality establishes exponential concentration for quadratic forms $X^T M X$, where $X$ is a vector with independent sub-Gaussian entries and with parameters depending on the Frobenius and operator norms of $M$. The most…

概率论 · 数学 2025-09-03 Ingvar Ziemann

In this paper we apply methods originated in Complexity theory to some problems of Approximation. We notice that the construction of Alman and Williams that disproves the rigidity of Walsh-Hadamard matrices, provides good…

泛函分析 · 数学 2022-01-11 Yuri Malykhin

The aim of this paper is to show that a probability measure concentrates independently of the dimension like a gaussian measure if and only if it verifies Talagrand's $\T_2$ transportation-cost inequality. This theorem permits us to give a…

概率论 · 数学 2013-03-04 Nathael Gozlan

Concentration of measure has been argued to be the fundamental cause of adversarial vulnerability. Mahloujifar et al. presented an empirical way to measure the concentration of a data distribution using samples, and employed it to find…

机器学习 · 计算机科学 2021-03-25 Jack Prescott , Xiao Zhang , David Evans

In this short note we derive concentration inequalities for the empirical absolute moments of square symmetric matrices with independent symmetrically distributed +/-1 entries. Most of the previous results of this type are limited to…

概率论 · 数学 2017-04-25 Ilya Soloveychik , Vahid Tarokh

This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…

概率论 · 数学 2013-05-06 Daniel Paulin , Lester Mackey , Joel A. Tropp

Matrix concentration inequalities provide information about the probability that a random matrix is close to its expectation with respect to the $l_2$ operator norm. This paper uses semigroup methods to derive sharp nonlinear matrix…

概率论 · 数学 2021-01-08 De Huang , Joel A. Tropp

Motivated by a flurry of recent work on efficient tensor decomposition algorithms, we show that the celebrated moment matrix extension algorithm of Brachat, Comon, Mourrain, and Tsigaridas for symmetric tensor canonical polyadic (CP)…

代数几何 · 数学 2025-07-01 Bobby Shi , Julia Lindberg , Joe Kileel

We present a new method for proving the norm concentration inequality of sub-Gaussian variables. Our proof is based on an averaged version of the moment generating function, termed the averaged moment generating function. Our method applies…

概率论 · 数学 2025-05-12 Zishun Liu , Sam Power , Yongxin Chen
‹ 上一页 1 2 3 10 下一页 ›