Sparse Hanson–Wright inequalities for subgaussian quadratic forms
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DOI: 10.3150/17-bej978
Abstract: In this paper, we provide a proof for the Hanson-Wright inequalities for sparsified quadratic forms in subgaussian random variables. This provides useful concentration inequalities for sparse subgaussian random vectors in two ways. Let $X =… read more here.
Keywords: quadratic forms; wright inequalities; hanson wright; random vector ... See more keywords