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comment measure of the distance between two joint distributions
See this paper by Gibbs and Su "ON CHOOSING AND BOUNDING PROBABILITYMETRICS" math.hmc.edu/~su/papers.dir/metrics.pdf
Feb
7
awarded  Custodian
Feb
7
reviewed Approve Weyl-type inequality for non-Hermitian matrices?
Feb
7
comment Weyl-type inequality for non-Hermitian matrices?
Thank you @Suvrit!
Feb
7
asked Weyl-type inequality for non-Hermitian matrices?
Jan
27
awarded  Popular Question
Dec
16
comment Literature question on the convergence rate of the empirical distribution
I don't think CLT quite does the trick, as it assumes a particular type of estimator (max likelihood/empirical mean). See my answer below.
Dec
16
answered Literature question on the convergence rate of the empirical distribution
Dec
7
awarded  Popular Question
Aug
26
answered Important formulas in Combinatorics
Aug
25
comment Important formulas in Combinatorics
I'm surprised nobody's mentioned the Sauer-Shelah-Vapnik-Chervonenkis lemma! If it's relevant, I can post it as an answer. [Or better yet, Pajor's lemma -- from which the former readily follows.]
Jun
7
answered What can be said about the concentration of measure of product of Gaussian variables?
Nov
17
answered Rademacher complexity of a Lipschitz class: Are the boundedness constraints necessary?
Nov
17
comment McDiarmid's inequality on normed spaces
Also, this is only true for product measures in general.
Sep
14
comment Distance between two distribution of image
try earthmover distance:en.wikipedia.org/wiki/Earth_mover's_distance
Jul
2
awarded  Curious
Jun
10
awarded  Yearling
Jun
10
answered Time-inhomogeneous Markov Chains
Jun
10
answered Extension of the Azuma-Hoeffding inequality (when the differences are bounded with large probability)
May
26
accepted Metric density theorem in most general setting?