Sharper Sub-Weibull Concentrations

Sharper Sub-Weibull Concentrations

Constant-specified and exponential concentration inequalities play an essential role in the finite-sample theory of machine learning and high-dimensional statistics area. We obtain sharper and constants-specified concentration inequalities for the sum of independent sub-Weibull random variables, whi...

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Bibliographic Details
Main Authors: Huiming Zhang, Haoyu Wei
Format: Article
Language:English
Published: MDPI AG 2022-06-01
Series:Mathematics
Subjects:
constants-specified concentration inequalities
exponential tail bounds
heavy-tailed random variables
sub-Weibull parameter
lower bounds on the least singular value
Online Access:https://www.mdpi.com/2227-7390/10/13/2252

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https://www.mdpi.com/2227-7390/10/13/2252

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