activity
20142026
most citedControlling Unpredictability with Observations in the Partially Observed Lorenz '96 Model

32 citations · 183 across the 54 of their papers we have counts for

collaborators
Showing math.PRShow all

7 papers · 1 filter

math.PR2026

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…

math.PR2026

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…

math.PR2025

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…

math.PR2025

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…

math.PR2018

Spatial extreme values: variational techniques and stochastic integrals

Nicolas Garcia Trillos, Ryan Murray, Daniel Sanz-Alonso

This work employs variational techniques to revisit and expand the construction and analysis of extreme value processes. These techniques permit a novel study of spatial statistics…

math.PR2017★ 1 cited

Continuum Limit of Posteriors in Graph Bayesian Inverse Problems

Nicolas Garcia Trillos, Daniel Sanz-Alonso

We consider the problem of recovering a function input of a differential equation formulated on an unknown domain . We assume to have access to a discrete domain $M_n=\{x_1, \do…

math.PR2016

Gaussian Approximations of Small Noise Diffusions in Kullback-Leibler Divergence

Daniel Sanz-Alonso, Andrew M. Stuart

We study Gaussian approximations to the distribution of a diffusion. The approximations are easy to compute: they are defined by two simple ordinary differential equations for the…