4 papers · 1 filter
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…
Sharp Concentration of Simple Random Tensors
Omar Al-Ghattas, Jiaheng Chen, Daniel Sanz-Alonso
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…