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Record W4416250108 · doi:10.1002/sta4.70119

Matrix Freedman Inequality for Sub‐Weibull Martingales

2025· article· en· W4416250108 on OpenAlexaff
Íñigo Torres

Bibliographic record

VenueStat · 2025
Typearticle
Languageen
FieldDecision Sciences
TopicAdvanced Bandit Algorithms Research
Canadian institutionsMcGill University
Fundersnot available
KeywordsHermitian matrixUpper and lower boundsEigenvalues and eigenvectorsCovariance matrixFreedmanMatrix (chemical analysis)Range (aeronautics)Inequality

Abstract

fetched live from OpenAlex

ABSTRACT In this paper, we establish a matrix Freedman inequality for martingales with sub‐Weibull tails. Under conditional control of the increments, the top eigenvalue admits a non‐asymptotic tail bound with explicit, dimension‐aware constants. Via Hermitian dilation, our result extends to rectangular matrices, recovers the sub‐Gaussian case at and admits a time‐uniform (supremum‐over‐time) form. Relative to recent Bennett/Bernstein bounds for sub‐Weibull matrix martingales, our thresholds depend only on a variance proxy and a radius. Concretely, in high‐confidence regimes with , these new thresholds match or improve the corresponding modern envelopes at the same confidence level. We illustrate the utility of our bound in two applications: (i) self‐normalized confidence sets for stochastic linear bandits with heavy‐tailed noise and (ii) operator‐norm error bounds for covariance estimation. We corroborate the theory and highlight constant‐level effects through simulations over a range of tail indices and variance levels.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.021
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.008
Threshold uncertainty score0.025

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.021
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.001
Science and technology studies0.0010.003
Scholarly communication0.0020.004
Open science0.0020.002
Research integrity0.0010.003
Insufficient payload (model declined to judge)0.0080.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.149
GPT teacher head0.531
Teacher spread0.382 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2025
Admission routes1
Has abstractyes

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