A Short Note on Concentration Inequalities for Random Vectors with SubGaussian Norm
Probability
2019-02-12 v1 Machine Learning
Machine Learning
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.
Cite
@article{arxiv.1902.03736,
title = {A Short Note on Concentration Inequalities for Random Vectors with SubGaussian Norm},
author = {Chi Jin and Praneeth Netrapalli and Rong Ge and Sham M. Kakade and Michael I. Jordan},
journal= {arXiv preprint arXiv:1902.03736},
year = {2019}
}