A Short Note on Concentration Inequalities for Random Vectors with SubGaussian Norm
A Short Note on Concentration Inequalities for Random Vectors with SubGaussian Norm
Chi Jin,Praneeth Netrapalli,2 Authors,Michael I. Jordan
2019 · ArXiv: 1902.03736
arXiv.org · 157 Citations
TLDR
This note derives concentration inequalities for random vectors with subGaussian norm (a generalization of both sub Gaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.
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.