Timeline for Deducing norm concentration from MGF bounds
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 6, 2023 at 1:04 | answer | added | Mark Schultz-Wu | timeline score: 2 | |
| Jun 5, 2023 at 18:04 | comment | added | Thomas Kojar | The question can have many different answers depending on the law of X. For example, a subGaussian X has different bounds than power tail variables. The closest to general results that I've personally seen are the Orliz norm based concentrations. | |
| Jun 5, 2023 at 18:03 | comment | added | Thomas Kojar | One approach is studying the Orliz norms. Good books are the Boucheron book on concentration inequalities and the Talagrand book on probability in Banach spaces. | |
| Jun 4, 2023 at 16:26 | comment | added | πr8 | If the downvote comes with any feedback attached, then I'd be happy to adapt the question to improve it! | |
| Jun 4, 2023 at 16:10 | history | asked | πr8 | CC BY-SA 4.0 |