3 problems

Let $V(n,\pi)$ be the value function defined in, where $n$ denotes the time index, $\pi$ is the relevant state variable, $\mu$ is a prior distribution, and $\nu$ is the parameter a…

Multinomial projection subgaussianity conjecture. This random variable is $O\left(\frac{m}{\alpha_1+\dotsm+\alpha_k}\right)$-subgaussian. The conjecture is part of a family of conc…

Let $X_1,X_2,\ldots$ be an independent and identically distributed sample from $P_0=P_{\sigma_0,F_0}$ in the semiparametric normal location mixture model parametrized by the model…