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math.PR2025
Thinning to improve two-sample discrepancy
Gleb Smirnov, Roman Vershynin
The discrepancy between two independent samples \(X_1,\dots,X_n\) and \(Y_1,\dots,Y_n\) drawn from the same distribution on typically has order \(O(\sqrt{n})\) even…
math.PR2025
On the Dimension-Free Concentration of Simple Tensors via Matrix Deviation
Pedro Abdalla, Roman Vershynin
We provide a simpler proof of a sharp concentration inequality for subgaussian simple tensors obtained recently by Al-Ghattas, Chen and Sanz-Alonso. Our approach uses a matrix devi…