Timeline for Concentration of $\ell_2$ norm of a vector sampled from a distribution
Current License: CC BY-SA 4.0
13 events
| when toggle format | what | by | license | comment | |
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| Oct 6, 2020 at 20:58 | vote | accept | newbie | ||
| Aug 25, 2020 at 8:01 | comment | added | dohmatob | I think it's agains the policy of either of the sites to re-post duplicates (which kinda makes sense...). | |
| Aug 25, 2020 at 2:27 | history | edited | David Roberts♦ | CC BY-SA 4.0 |
edited tags; edited title
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| Aug 24, 2020 at 19:09 | comment | added | newbie | @dohmatob It is the same question, that is why I have linked. I have not received a response there so I posted here. | |
| Aug 24, 2020 at 18:05 | answer | added | dohmatob | timeline score: 3 | |
| Aug 24, 2020 at 17:58 | comment | added | dohmatob | Isn't this exactly the same question your asked here math.stackexchange.com/questions/3798100/… ? | |
| Aug 24, 2020 at 17:49 | comment | added | newbie | @dohmatob I don't know about that concentration. | |
| Aug 24, 2020 at 17:49 | comment | added | newbie | @MattF. Thank you for your suggestions, I will change it. | |
| Aug 24, 2020 at 8:17 | comment | added | dohmatob | I agree with Matt F. that your notation is unnecessarily clumsy. In any case, are you aware that $\|X\|^2$ concentrates around $n\mbox{var}(X_1)$ ? | |
| Aug 24, 2020 at 6:12 | comment | added | user44143 | I think the first sentence should read “where the $X_i$ are iid subgaussian variables with mean 0 and finite variance.” If they are all iid, then the notation $P_{p_i}$ is needlessly complicated, and in any case the use of $1/\lambda$ seems needlessly complicated too. | |
| Aug 23, 2020 at 19:58 | history | edited | Michael Hardy | CC BY-SA 4.0 |
added 5 characters in body
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| Aug 22, 2020 at 19:51 | review | First posts | |||
| Aug 22, 2020 at 20:15 | |||||
| Aug 22, 2020 at 19:46 | history | asked | newbie | CC BY-SA 4.0 |