Sharp Concentration Bounds for Bundle-Valued Statistics on Manifolds

Many geometric statistics and manifold learning pipelines routinely produce observations—such as tangent vectors or local frames—whose natural home is a varying family of fibers attached to different points of a base manifold, rather than a single shared vector space. Forming empirical averages requires transporting these observations to a common reference fiber, introducing curvature- and holonomy-driven effects absent from classical concentration theory. We develop a non-asymptotic concentration theory for such transported empirical means, deriving finite-sample, dimension-free Hoeffding- and Bernstein-type bounds via sharp Hilbert-space inequalities. When shortest paths to the reference point are non-unique, transport becomes path-dependent and introduces a deterministic holonomy bias; we isolate and quantify this bias through bundle curvature and loop geometry, with sharp closed-form formulas for the tangent bundle of a round sphere. The resulting bias–variance decomposition separates the stochastic fluctuation decaying at the classical $n^{-1/2}$ rate in sample size $n$, from a curvature-driven error floor that no amount of additional data can eliminate; minimax lower bounds confirm both terms are unavoidable. We further establish a robust median-of-means estimator achieving optimal rates under heavy tails, and a central limit theorem in the reference fiber. Controlled experiments on the sphere validate all theoretical predictions.