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A Short Note on Concentration Inequalities for Random Vectors with SubGaussian Norm

02/11/2019

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by Chi Jin, et al.

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In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.

Chi Jin
61 publications
Praneeth Netrapalli
55 publications
Rong Ge
66 publications
Sham M. Kakade
65 publications
Michael I. Jordan
283 publications

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