Timeline for McDiarmid-like inequality for subgassian random variables
Current License: CC BY-SA 3.0
4 events
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Feb 18, 2019 at 21:01 | comment | added | Aryeh Kontorovich | $f$ is 1-Lipschitz under what metric? I don't think you actually need $X_n$ to be subgaussian. On the other hand, if they aren't independent, you'll definitely need some control over how strongly dependent they are (see mixing conditions). | |
Oct 7, 2015 at 20:16 | history | edited | gappy3000 | CC BY-SA 3.0 |
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Oct 7, 2015 at 17:51 | history | edited | gappy3000 | CC BY-SA 3.0 |
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Oct 7, 2015 at 16:29 | history | asked | gappy3000 | CC BY-SA 3.0 |