Question

Upper bound for $|\mathbb E[f(X)] - f(0)|$ when $X \sim N(0,\sigma^2)$ and $f:\mathbb R \to \mathbb R$ is piecewise-linear with $\|f'\|_\infty \le 1$.

score 83 · Answer 1 · 2021-01-19 20:33:41

83

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Upper bound for $|\mathbb E[f(X)] - f(0)|$ when $X \sim N(0,\sigma^2)$ and $f:\mathbb R \to \mathbb R$ is piecewise-linear with $\|f'\|_\infty \le 1$.

Published on 19 Jan 2021 - 20:33

score 830 · Answer 2 · 2021-01-21 22:53:46

830

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The sum of mutually singular measures

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score 205 · Answer 3 · 2021-01-24 10:27:50

205

Views

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score 19 · Answer 4 · 2021-01-26 18:14:08

19

Views

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score 291 · Answer 5 · 2021-01-28 01:00:12

291

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score 56 · Answer 6 · 2026-02-23 08:03:15

56

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score 51 · Answer 7 · 2021-02-14 13:34:56

51

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concentration inequality question

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score 69 · Answer 8 · 2026-02-23 08:05:40

69

Views

Lower-bound on $\mathbb E[\|A^{-1}x\|]$ when $A$ is a positive-definite matrix with eigenvalues in $[a,b]$ and $x=(x_1,\ldots,x_n)$ is iid Rademacher

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score 230 · Answer 9 · 2026-03-25 19:06:59

230

Views

Proof check: Using Hanson-Wright inequality to concentrate a quadratic form $y^\top A y$ where both $y$ and $A$ are random but independent

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score 34 · Answer 10 · 2021-03-15 11:18:41

34

Views

Concentration of Least Squares Estimate

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score 33 · Answer 11 · 2026-02-24 06:50:15

33

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score 43 · Answer 12 · 2021-03-22 14:25:05

43

Views

Non-asymptotic tail bounds for the gap between the largest and the second largest value in iid sample from $N(0,1)$

Published on 22 Mar 2021 - 14:25

score 445 · Answer 13 · 2021-03-24 23:11:16

445

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Concentration of the $\ell_2$ error of the empirical distribution

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score 25 · Answer 14 · 2021-03-31 02:58:12

25

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score 189 · Answer 15 · 2021-04-01 21:20:33

189

Views

Concentration inequality for of sum of iid Geometric random variables taken to some power

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List Question

Upper bound for $|\mathbb E[f(X)] - f(0)|$ when $X \sim N(0,\sigma^2)$ and $f:\mathbb R \to \mathbb R$ is piecewise-linear with $\|f'\|_\infty \le 1$.

The sum of mutually singular measures

Why does a concentration inequality imply equivalence of moments and exponential integrability of the square?

How can a measure concentrate in multiple, distinct subsets simultaneously?

MGF bound for non-centered random variables?

Proof check: Concentration of maximum of a certain empirical process

concentration inequality question

Lower-bound on $\mathbb E[\|A^{-1}x\|]$ when $A$ is a positive-definite matrix with eigenvalues in $[a,b]$ and $x=(x_1,\ldots,x_n)$ is iid Rademacher

Proof check: Using Hanson-Wright inequality to concentrate a quadratic form $y^\top A y$ where both $y$ and $A$ are random but independent

Concentration of Least Squares Estimate

Does this property of Radon-Nykodym derivatives exist

Non-asymptotic tail bounds for the gap between the largest and the second largest value in iid sample from $N(0,1)$

Concentration of the $\ell_2$ error of the empirical distribution

Question about X concentrates to its mean

Concentration inequality for of sum of iid Geometric random variables taken to some power

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