A Short Note on Concentration Inequalities for Random Vectors with SubGaussian Norm

Citation:

C. Jin, P. Netrapalli, R. Ge, S. M. Kakade, and M. I. Jordan, A Short Note on Concentration Inequalities for Random Vectors with SubGaussian Norm. ArXiv Report, 2019.

Abstract:

In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.

Publisher's Version

See also: 2019
Last updated on 12/11/2023