In this work,we try to build a theory for random double tensor integrals(DTI).We begin with the definition of DTI and discuss how randomness structure is built upon DTI.Then,the tail bound of the unitarily invariant n...In this work,we try to build a theory for random double tensor integrals(DTI).We begin with the definition of DTI and discuss how randomness structure is built upon DTI.Then,the tail bound of the unitarily invariant norm for the random DTI is established and this bound can help us to derive tail bounds of the unitarily invariant norm for various types of two tensors means,e.g.,arithmetic mean,geometric mean,harmonic mean,and general mean.By associating DTI with perturbation formula,i.e.,a formula to relate the tensor-valued function difference with respect the difference of the function input tensors,the tail bounds of the unitarily invariant norm for the Lipschitz estimate of tensor-valued function with random tensors as arguments are derived for vanilla case and quasi-commutator case,respectively.We also establish the continuity property for random DTI in the sense of convergence in the random tensor mean,and we apply this continuity property to obtain the tail bound of the unitarily invariant norm for the derivative of the tensor-valued function.展开更多
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 i...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.展开更多
基金supported by the National Natural Science Foundation of China under grant No.12271108Shanghai Municipal Science and Technology Commission under grant No.22WZ2501900Innovation Program of Shanghai Municipal Education Commission
文摘In this work,we try to build a theory for random double tensor integrals(DTI).We begin with the definition of DTI and discuss how randomness structure is built upon DTI.Then,the tail bound of the unitarily invariant norm for the random DTI is established and this bound can help us to derive tail bounds of the unitarily invariant norm for various types of two tensors means,e.g.,arithmetic mean,geometric mean,harmonic mean,and general mean.By associating DTI with perturbation formula,i.e.,a formula to relate the tensor-valued function difference with respect the difference of the function input tensors,the tail bounds of the unitarily invariant norm for the Lipschitz estimate of tensor-valued function with random tensors as arguments are derived for vanilla case and quasi-commutator case,respectively.We also establish the continuity property for random DTI in the sense of convergence in the random tensor mean,and we apply this continuity property to obtain the tail bound of the unitarily invariant norm for the derivative of the tensor-valued function.
基金supported by the National Natural Science Foundation of China(Grant No.11771038)the Beijing Natural Science Foundation(Grant No.Z190002)the Hong Kong Research Grant Council(Grant Nos.PolyU 15300715,15301716,15300717)。
文摘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.
