Concentration of bounded sparse chaoses and sparse Khatri-Rao embeddings

Abstract

We establish moment and mixed-tail inequalities for fixed-order decoupled homogeneous chaoses generated by independent, centered, sparse bounded random variables. Our bounds apply to arbitrary real rectangular coefficient tensors and describe the fluctuation scales through weighted slice and partition norms, with a Bennett-type logarithmic improvement in the largest-entry term. As an application, we derive guarantees for sparse Khatri--Rao embeddings that explicitly account for sparsity and input geometry.

arXiv comment24 pages