Deviation inequalities, moderate deviation principles for certain Gaussian functionals, and their applications in parameter estimation
Sign Up to like & getrecommendations! Published in 2017 at "Stochastic Analysis and Applications"
DOI: 10.1080/07362994.2017.1292855
Abstract: ABSTRACT In this article, we study the deviation inequalities, moderate deviation principle (MDP) and Berry–Esseen bounds for certain Gaussian functionals arising from the Ornstein-Uhlenbeck process without tears. As an application, several asymptotic properties for the… read more here.
Keywords: deviation; inequalities moderate; moderate deviation; deviation inequalities ... See more keywords
Small-Deviation Inequalities for Sums of Random Matrices
Sign Up to like & getrecommendations! Published in 2019 at "Symmetry"
DOI: 10.3390/sym11050638
Abstract: Random matrices have played an important role in many fields including machine learning, quantum information theory, and optimization. One of the main research focuses is on the deviation inequalities for eigenvalues of random matrices. Although… read more here.
Keywords: deviation; inequalities sums; deviation inequalities; sums random ... See more keywords