Higher order concentration on Stiefel and Grassmann manifolds

DOI10.1214/23-EJP966MaRDI QIDQ6165992zbMATH OpenOpenAlexFDO

Authors Friedrich Götze, Holger Sambale

Publication date 2 August 2023

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2208.07641

zbMATH Keywords

concentration of measure phenomenonGrassmann manifoldHanson-Wright inequalitylogarithmic Sobolev inequalityStiefel manifold

Mathematics Subject Classification ID

Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10) Integration on manifolds; measures on manifolds (58C35) Inequalities; stochastic orderings (60E15)

Abstract: We prove higher order concentration bounds for functions on Stiefel and Grassmann manifolds equipped with the uniform distribution. This partially extends previous work for functions on the unit sphere. Technically, our results are based on logarithmic Sobolev techniques for the uniform measures on the manifolds. Applications include Hanson--Wright type inequalities for Stiefel manifolds and concentration bounds for certain distance functions between subspaces of $mathbb{R}^n$.

Review text

The paper contains higher order concentration results for Stiefel and Grassmann manifolds equipped with the uniform distribution. It pays special attention to the continuation of research, where second and higher order concentration results for the unit sphere were established. After the introduction, it provides a brief review on some basic facts about derivatives in matrix arguments and related topics in Section 2. First and second order intrinsic derivatives for functions on Stiefel manifolds are introduced and discussed in Sections 3 and 4, including a number of inequalities relating first and second order. These results are adapted to Grassmann manifolds in Section 5. The proofs of the main results are given in Section 6. Applications to polynomial chaos (in particular of order 2), including concentration of the distance to a given subspace, are provided in Section 7.

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Cited in

(4)

• scientific article; zbMATH DE number 1418870 (Why is no real title available?)
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