Existence of a single sparsity‑adaptive Hanson–Wright inequality for Bernoulli vectors across all regimes
Determine whether there exists a Hanson–Wright inequality for quadratic forms x^T A x of independent centered Bernoulli random variables with parameters p_i that is optimal uniformly across all sparsity regimes. Specifically, identify a single bound that adapts to p_i, recovers the classical Hanson–Wright behavior when p_i are constants, and remains sharp in the sparse regime p_i → 0.
References
It is unclear to us if a sparsity-adaptive Hanson-Wright inequality exists for Bernoulli random vectors that is optimal for all sparsity regimes.
                — Sparse Hanson-Wright Inequalities with Applications
                
                (2410.15652 - He et al., 21 Oct 2024) in Section 2 (Previous results and comparison), concluding paragraph