The Hanson-Wright inequality for random tensors

DOI10.1007/S43670-022-00028-4MaRDI QIDQ2164658zbMATH OpenOpenAlexWikidataFDO

Authors Stefan Bamberger, Felix Krahmer, Rachel Ward

Publication date 15 August 2022

Published in Sampling Theory, Signal Processing, and Data Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2106.13345

zbMATH Keywords

Kronecker productrandom tensorsJohnson-Lindenstrauss embeddingsHanson-Wright inequalitysubgaussian random variables

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Random matrices (probabilistic aspects) (60B20) Inequalities; stochastic orderings (60E15)

Abstract: We provide moment bounds for expressions of the type $(X^{(1)}otimesdotsotimes{X}^{(d)}{)}^{T}A(X^{(1)}otimesdotsotimes{X}^{(d)})$ where $otimes$ denotes the Kronecker product and $X^{(1)},dots,X^{(d)}$ are random vectors with independent, mean 0, variance 1, subgaussian entries. The bounds are tight up to constants depending on $d$ for the case of Gaussian random vectors. Our proof also provides a decoupling inequality for expressions of this type. Using these bounds, we obtain new, improved concentration inequalities for expressions of the form $|B(X^{(1)}otimesdotsotimes{X}^{(d)}){|}_2$.

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