Sparse Hanson-Wright inequalities for subgaussian quadratic forms

DOI10.3150/17-BEJ978zbMath1466.60036arXiv1510.05517MaRDI QIDQ2419651

Shuheng Zhou

Publication date: 14 June 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.05517

zbMATH Keywords

Hanson-Wright inequalitysubgaussian concentrationsparse quadratic forms

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Inequalities; stochastic orderings (60E15) Large deviations (60F10)

Related Items (2)

Concentration of measure bounds for matrix-variate data with missing values ⋮ Estimating high-dimensional covariance and precision matrices under general missing dependence

Cites Work

• Unnamed Item
• Unnamed Item
• A mathematical introduction to compressive sensing
• Tail inequalities for sums of random matrices that depend on the intrinsic dimension
• Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order
• Hanson-Wright inequality and sub-Gaussian concentration
• Estimates of moments and tails of Gaussian chaoses
• Characterization of matrix variate normal distributions
• Sections of smooth convex bodies via majorizing measures
• Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
• Gemini: graph estimation with matrix variate normal instances
• A bound on tail probabilities for quadratic forms in independent random variables whose distributions are not necessarily symmetric
• Some matrix-variate distribution theory: Notational considerations and a Bayesian application
• A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
• On the complexity of the set of unconditional convex bodies

This page was built for publication: Sparse Hanson-Wright inequalities for subgaussian quadratic forms