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math.ST2026
Non-asymptotic Tail Bounds for the Kostlan--Shub--Smale Field: Tensor PCA and Spherical -Spin Complexity
Jean-Marc Azaïs, Federico Dalmao, Yohann De Castro
This paper builds a hierarchy of explicit, non-asymptotic tail bounds for the supremum of the Kostlan--Shub--Smale (KSS) random field on the sphere, and applies it to two problems:…
math.ST2026
Gaussian Mixture Model with unknown diagonal covariances via continuous sparse regularization
Romane Giard, Yohann de Castro, Clément Marteau
This paper addresses the statistical estimation of Gaussian Mixture Models (GMMs) with unknown diagonal covariances from independent and identically distributed samples. We employ…