Frontiers of Mathematics in China >
Tensor Bernstein concentration inequalities with an application to sample estimators for high-order moments
Received date: 16 Mar 2020
Accepted date: 03 Apr 2020
Published date: 15 Apr 2020
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This paper develops the Bernstein tensor concentration inequality for random tensors of general order, based on the use of Einstein products for tensors. This establishes a strong link between these and matrices, which in turn allows exploitation of existing results for the latter. An interesting application to sample estimators of high-order moments is presented as an illustration.
Ziyan LUO , Liqun QI , Philippe L. TOINT . Tensor Bernstein concentration inequalities with an application to sample estimators for high-order moments[J]. Frontiers of Mathematics in China, 2020 , 15(2) : 367 -384 . DOI: 10.1007/s11464-020-0830-4
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