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Concentration inequality for a function whose parameter depends on input samples
Concentration inequalities can be used to establish results such as sample mean cannot be too far from the actual population mean, and so on. For example, let $X_1 \ldots X_n$ be i.i.d instances of a …
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Concentration properties of inner-products in high-dimension
Let $S^K$ be the unit sphere embedded in $R^{K+1}$.
$v \in S^K$ is randomly chosen from a uniform distribution over $S^K$.
$A \subseteq S^K$ is a $d$-dimensional sub-manifold ($d \leq K$). Think of …