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Concentration of bounded sparse chaoses and sparse Khatri-Rao embeddings

Dai, Guozheng et al.
arXiv (All) · Papers
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probabilitystatistics-theory
We establish moment and mixed-tail inequalities for fixed-order decoupled homogeneous chaoses generated by independent, centered, sparse bounded random variables. Our bounds apply to arbitrary real rectangular coefficient tensors and describe the fluctuation scales through weighted slice and partiti
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