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Concentration of quadratic forms under a Bernstein moment assumption
Published 25 Jan 2019 in math.ST and stat.TH | (1901.08736v1)
Abstract: A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be improved. The Bernstein condition is satisfied, for instance, by all log-concave subgaussian distributions.
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