Bernstein Concentration Inequalities for Tensors via Einstein Products (1902.03056v1)

Published 8 Feb 2019 in math.ST, math.NA, math.OC, and stat.TH

Abstract: A generalization of the Bernstein matrix concentration inequality to random tensors of general order is proposed. This generalization is based on the use of Einstein products between tensors, from which a strong link can be established between matrices and tensors, in turn allowing exploitation of existing results for the former.

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