2 papers
math.FA2025
A note on time-uniform concentration inequality for matrix products
Tuan Pham, Alessandro Rinaldo
This short note contains a simple argument that allows us to go from fixed-time to any-time bounds for the concentration of matrix products. The result presented here is motivated…
math.ST2025
Time-uniform concentration bounds for iterative algorithms
Tuan Pham, Alessandro Rinaldo, Purnamrita Sarkar
We develop a new framework for deriving time-uniform concentration bounds for the output of stochastic sequential algorithms satisfying certain recursive inequalities akin to those…