arXiv · 2609.28875
Concentration of bounded sparse chaoses and sparse Khatri-Rao embeddings
Abstract
We establish moment and mixed-tail inequalities for fixed-order decoupled homogeneous chaoses generated by independent, centered, sparse bounded random variables. Our bounds apply to arbitrary real rectangular coefficient tensors and describe the fluctuation scales through weighted slice and partition norms, with a Bennett-type logarithmic improvement in the largest-entry term. As an application, we derive guarantees for sparse Khatri--Rao embeddings that explicitly account for sparsity and input geometry.
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Guozheng Dai, Yiyun He, Ke Wang, Yizhe Zhu. 2026-09-24. Concentration of bounded sparse chaoses and sparse Khatri-Rao embeddings. https://arxiv.org/abs/2609.28875
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