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

Authors
Chi Jin, Praneeth Netrapalli, Rong Ge, Sham M. Kakade, Michael I. Jordan
Year
2019
Preprint
Identifiers
arXiv 1902.03736

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.

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