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Projection onto column space perturbed by Gaussian noise

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#linear-algebra #probability-theory #statistics #random-matrices #concentration-of-measure
252
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Intuition behind sub-Gaussian and sub-exponential random variables

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#probability #probability-theory #statistics #random-variables #concentration-of-measure
36
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Concentration inequality for $L^2$ functions

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#measure-theory #riemann-sum #concentration-of-measure
276
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Comparing $L_p$ norms of sums of Gaussians and Bernoulli random variables

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#real-analysis #probability-theory #statistics #inequality #concentration-of-measure
329
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Transportation-information inequalities (concentration inequalities)

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#statistics #probability-distributions #information-theory #concentration-of-measure #optimal-transport
102
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If concentration inequalities correspond to non-asymptotic probability, what do anti-concentration inequalities correspond to?

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#probability-theory #probability-distributions #reference-request #independence #concentration-of-measure
48
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Concentration Results for the Range of Gaussian

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#probability #probability-theory #concentration-of-measure
28
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Martingale with bounded differences and Azuma/McDiarmid's in a weird setting

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#measure-theory #martingales #concentration-of-measure
115
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Bounding the variance of the square root and the Efron-Stein Inequality

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#probability #probability-theory #concentration-of-measure
205
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Optimality of Khintchine's inequality, convergence in distribution and convergence of moments

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#probability #probability-theory #inequality #concentration-of-measure
872
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Concentration of coordinatewise Lipschitz function

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#probability #lipschitz-functions #gaussian #concentration-of-measure #distribution-tails
132
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Good concentration inequality for $\max_{i,j} X_j- X_i$ where $X_1,\ldots,X_n \overset{iid}{\sim} N(0,1)$.

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#probability #lipschitz-functions #gaussian #concentration-of-measure
1.2k
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Absolute value of sub-gaussian

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#probability-theory #normal-distribution #gaussian #concentration-of-measure #distribution-tails
113
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tail bound of the deviation from sum of functions of random variables to its expectation value

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#probability #error-propagation #concentration-of-measure #distribution-tails
175
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One mysterious step in proof of Lemma 3 Devroye 83

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#probability #proof-explanation #poisson-distribution #concentration-of-measure #multinomial-distribution

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