Hi all,
There is a seminar tomorrow, Monday May 4, 2:10pm-3:00pm, in Fields 210
Speaker: Yiyun He, University of California at San Diego
Title: Sparse Hanson-Wright inequalities with applications
Abstract: We derive new Hanson-Wright-type inequalities tailored to quadratic
forms of random vectors with sparse independent components.
Specifically, we consider cases where the components of the random
vector are sparse α-subexponential random variables with α>0. When α=∞,
these inequalities can be seen as quadratic generalizations of the
classical Bernstein and Bennett inequalities for sparse bounded random
vectors. We further apply the inequality for a local law and complete
eigenvector delocalization for sparse α-subexponential Hermitian random
matrices