相关论文: On the Dimension-Free Concentration of Simple Tens…
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…
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…
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…
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…
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…
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…
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…
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…
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 $1\leq p< \infty$…
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…
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…
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…
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…
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…
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…
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…
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…
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)…
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…