Tail bounds via generic chaining
From MaRDI portal
Publication:2515920
DOI10.1214/EJP.v20-3760zbMath1327.60048arXiv1309.3522OpenAlexW2119745496WikidataQ105584352 ScholiaQ105584352MaRDI QIDQ2515920
Publication date: 7 August 2015
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.3522
restricted isometry propertysuprema of empirical processesgeneric chainingdeviation inequalitieschaos processes
Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
Related Items
On least squares estimation under heteroscedastic and heavy-tailed errors, A Simple Tool for Bounding the Deviation of Random Matrices on Geometric Sets, Convergence bounds for empirical nonlinear least-squares, Refined analysis of sparse MIMO radar, Sharp Estimates on Random Hyperplane Tessellations, A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS, Upper bounds on product and multiplier empirical processes, The restricted isometry property of block diagonal matrices for group-sparse signal recovery, Low rank tensor recovery via iterative hard thresholding, Generalized notions of sparsity and restricted isometry property. II: Applications, Generic error bounds for the generalized Lasso with sub-exponential data, Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints, High-dimensional central limit theorems for homogeneous sums, The Yang-Mills heat flow with random distributional initial data, Fast Metric Embedding into the Hamming Cube, Exact Recovery of Multichannel Sparse Blind Deconvolution via Gradient Descent, \(L_1\)-penalization in functional linear regression with subgaussian design, Toward a unified theory of sparse dimensionality reduction in Euclidean space, Slope meets Lasso: improved oracle bounds and optimality, Dimensionality reduction with subgaussian matrices: a unified theory, Moment inequalities for matrix-valued U-statistics of order 2, Non-Gaussian hyperplane tessellations and robust one-bit compressed sensing, Finite impulse response models: a non-asymptotic analysis of the least squares estimator, Nearly optimal robust mean estimation via empirical characteristic function, Uniform recovery of fusion frame structured sparse signals, Sparse recovery from extreme eigenvalues deviation inequalities, Stability of Traveling Waves on Exponentially Long Timescales in Stochastic Reaction-Diffusion Equations, Concentration inequalities for suprema of unbounded empirical processes, Concentration of scalar ergodic diffusions and some statistical implications, Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations, Smoothed analysis for the condition number of structured real polynomial systems, Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk, Fast and memory-optimal dimension reduction using Kac's walk, The Restricted Isometry Property of Subsampled Fourier Matrices, Nonparametric Bayesian inference for reversible multidimensional diffusions, Sup-norm adaptive drift estimation for multivariate nonreversible diffusions