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arXiv · 1902.03736

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

Chi Jin·Praneeth Netrapalli·Rong Ge·Sham M. Kakade·Michael I. Jordan
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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.

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Chi Jin, Praneeth Netrapalli, Rong Ge, Sham M. Kakade, Michael I. Jordan. 2019-02-11. A Short Note on Concentration Inequalities for Random Vectors with SubGaussian Norm. https://arxiv.org/abs/1902.03736

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