2000 character limit reached
A Short Note on Concentration Inequalities for Random Vectors with SubGaussian Norm (1902.03736v1)
Published 11 Feb 2019 in math.PR, cs.LG, and stat.ML
Abstract: 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.