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pseudocydonia
  • Member for 8 years, 1 month
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Rate of convergence in the Law of Large Numbers
I realize this question is a number of years old, now, but do either of you know if it is possible to get a uniform constant for the little-o?
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Wasserstein compactness of sublevel sets of relative entropy
I think it is fine to assume that $\pi$ itself has finite second moment, but $\lambda$-log-concavity would be overly restrictive.
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Wasserstein compactness of sublevel sets of relative entropy
Agreed. Do you have a proof that this is a non-issue, or know of a counter-example?
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Wasserstein compactness of sublevel sets of relative entropy
Sorry, fixed typo regarding $\pi$. As for your second comment, I agree this is surely relevant, but do you have an idea of how to use this to resolve the issue?
revised
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Concentration inequalities for random measures
I believe that my answer here might answer your question: mathoverflow.net/a/407994
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