11 papers
Sharp Frobenius-Norm Concentration for Sample Moment Tensors
Jiaheng Chen, Daniel Sanz-Alonso
This paper establishes sharp dimension-free Frobenius-norm concentration inequalities for sample moment tensors. Our bounds are optimal over the sub-Gaussian class, while for Gauss…
Concentration Inequalities for Sample Cross-Covariances
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 vector…
Sharp Concentration of Simple Random Tensors II: Asymmetry
Jiaheng Chen, Daniel Sanz-Alonso
This paper establishes sharp concentration inequalities for simple random tensors. Our theory unveils a phenomenon that arises only for asymmetric tensors of order when…
A Homogeneous Second-Order Descent Ascent Algorithm for Nonconvex-Strongly Concave Minimax Problems
Jia-Hao Chen, Zi Xu, Hui-Ling Zhang
This paper introduces a novel Homogeneous Second-order Descent Ascent (HSDA) algorithm for nonconvex-strongly concave minimax optimization problems. At each iteration, HSDA uniquel…
Convergence Rates for Learning Pseudo-Differential Operators
Jiaheng Chen, Daniel Sanz-Alonso
This paper establishes convergence rates for learning elliptic pseudo-differential operators, a fundamental operator class in partial differential equations and mathematical physic…
On the Estimation of Gaussian Moment Tensors
Omar Al-Ghattas, Jiaheng Chen, Daniel Sanz-Alonso
This paper studies two estimators for Gaussian moment tensors: the standard sample moment estimator and a plug-in estimator based on Isserlis's theorem. We establish dimension-free…