SearcharxivSearch

arXiv · 2408.11276

Chernoff Bounds for Tensor Expanders on Riemannian Manifolds Using Graph Laplacian Approximation

Abstract

This paper addresses the advancement of probability tail bound analysis, a crucial statistical tool for assessing the probability of large deviations of random variables from their expected values. Traditional tail bounds, such as Markov's, Chebyshev's, and Chernoff bounds, have proven valuable across numerous scientific and engineering fields. However, as data complexity grows, there is a pressing need to extend tail bound estimation from scalar variables to high-dimensional random objects. Existing studies often rely on the assumption of independence among high-dimensional random objects, an assumption that may not always be valid. Building on the work of researchers like Garg et al. and Chang, who employed random walks to model high-dimensional ensembles, this study introduces a more generalized approach by exploring random walks over manifolds. To address the challenges of constructing an appropriate underlying graph for a manifold, we propose a novel method that enhances random walks on graphs approximating the manifold. This approach ensures spectral similarity between the original manifold and the approximated graph, including matching eigenvalues, eigenvectors, and eigenfunctions. Leveraging graph approximation technique proposed by Burago et al. for manifolds, we derive the tensor Chernoff bound and establish its range for random walks on a Riemannian manifold according to the underlying manifold's spectral characteristics.

Explore related subjects

Keep this discovery

BibTeXRIS

Shih-Yu Chang. 2024-08-21. Chernoff Bounds for Tensor Expanders on Riemannian Manifolds Using Graph Laplacian Approximation. https://arxiv.org/abs/2408.11276

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR