Dimension-free Bounds for Sums of Independent Matrices and Simple Tensors via the Variational Principle

18 August 2021

Papers citing "Dimension-free Bounds for Sums of Independent Matrices and Simple Tensors via the Variational Principle"

25 / 25 papers shown

Title
Simple Relative Deviation Bounds for Covariance and Gram Matrices Daniel Barzilai Ohad Shamir 46 1 0 08 Oct 2024
Time-Uniform Confidence Spheres for Means of Random Vectors Ben Chugg Hongjian Wang Aaditya Ramdas 126 5 0 14 Nov 2023
Concentration of Non-Isotropic Random Tensors with Applications to Learning and Empirical Risk Minimization Mathieu Even Laurent Massoulié 47 14 0 04 Feb 2021
A law of robustness for two-layers neural networks Sébastien Bubeck Yuanzhi Li Dheeraj M. Nagaraj 62 57 0 30 Sep 2020
Robust $k$ -means Clustering for Distributions with Two Moments Yegor Klochkov Alexey Kroshnin Nikita Zhivotovskiy 43 19 0 06 Feb 2020
Sub-Gaussian Matrices on Sets: Optimal Tail Dependence and Applications Halyun Jeong Xiaowei Li Y. Plan Özgür Yilmaz 50 18 0 28 Jan 2020
Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices Jaouad Mourtada 50 51 0 23 Dec 2019
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and Sketching Miles E. Lopes N. Benjamin Erichson Michael W. Mahoney 100 12 0 13 Sep 2019
Mean estimation and regression under heavy-tailed distributions--a survey Gabor Lugosi S. Mendelson 93 242 0 10 Jun 2019
Affine Invariant Covariance Estimation for Heavy-Tailed Distributions Dmitrii Ostrovskii Alessandro Rudi 47 10 0 08 Feb 2019
Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method Yegor Klochkov Nikita Zhivotovskiy 42 30 0 09 Dec 2018
Robust covariance estimation under $L_4-L_2$ norm equivalence S. Mendelson Nikita Zhivotovskiy 82 61 0 27 Sep 2018
Dimension-free PAC-Bayesian bounds for the estimation of the mean of a random vector O. Catoni Ilaria Giulini 33 30 0 12 Feb 2018
Dimension-free PAC-Bayesian bounds for matrices, vectors, and linear least squares regression O. Catoni Ilaria Giulini 39 66 0 07 Dec 2017
Asymptotically Efficient Estimation of Smooth Functionals of Covariance Operators V. Koltchinskii 69 30 0 25 Oct 2017
Sub-Gaussian estimators of the mean of a random vector Gábor Lugosi S. Mendelson 123 172 0 01 Feb 2017
PAC-Bayesian bounds for the Gram matrix and least squares regression with a random design O. Catoni 46 45 0 16 Mar 2016
Robust dimension-free Gram operator estimates Ilaria Giulini 49 24 0 19 Nov 2015
The lower tail of random quadratic forms, with applications to ordinary least squares and restricted eigenvalue properties R. Oliveira 80 101 0 10 Dec 2013
Geometric median and robust estimation in Banach spaces Stanislav Minsker 165 311 0 06 Aug 2013
A tail inequality for quadratic forms of subgaussian random vectors Daniel J. Hsu Sham Kakade Tong Zhang 134 420 0 13 Oct 2011
$Covariance estimation for distributions with $2+\varepsilon$ moments$ Covariance estimation for distributions with $2+\varepsilon$ moments N. Srivastava Roman Vershynin 94 117 0 14 Jun 2011
Linear regression through PAC-Bayesian truncation Jean-Yves Audibert O. Catoni 145 16 0 01 Oct 2010
Challenging the empirical mean and empirical variance: a deviation study O. Catoni 161 462 0 10 Sep 2010
Exponential inequalities for self-normalized martingales with applications Bernard Bercu A. Touati 141 124 0 25 Jul 2007