Higher order concentration on Stiefel and Grassmann manifolds

Abstract: We prove higher order concentration bounds for functions on Stiefel and Grassmann manifolds equipped with the uniform distribution. This partially extends previous work for functions on the unit sphere. Technically, our results are based on logarithmic Sobolev techniques for the uniform measures on the manifolds. Applications include Hanson--Wright type inequalities for Stiefel manifolds and concentration bounds for certain distance functions between subspaces of $\mathbb{R}^n$.