The multinomial projection subgaussianity conjecture

About 10 years old · traced to

Let mm and nn be nonnegative integers, let S⊂{(x1,…,xk)∈Zn:xi≥0, x1+⋯+xk=m}S\subset\{(x_1,\dotsc,x_k)\in\mathbb Z^n:x_i\geq0,\ x_1+\dotsb+x_k=m\}, and let (p1,…,pk)∼Dir⁡(α1,…,αk)(p_1,\dotsc,p_k)\sim\operatorname{Dir}(\alpha_1,\dotsc,\alpha_k). The associated multinomial probability of SS is

∑(x1,…,xk)∈Sm!x1!⋯xk!p1x1⋯pkxk.\sum_{(x_1,\dotsc,x_k)\in S}\frac{m!}{x_1!\dotsm x_k!}p_1^{x_1}\dotsm p_k^{x_k}.

Multinomial projection subgaussianity conjecture. This random variable is O(mα1+⋯+αk)O\left(\frac{m}{\alpha_1+\dotsm+\alpha_k}\right)-subgaussian. The conjecture is part of a family of concentration conditions for conjugate-prior models in adaptive data analysis; the supplied text does not indicate whether it has been resolved.

References

Primary source

Sam Elder, “Bayesian Adaptive Data Analysis Guarantees from Subgaussianity”, arXiv:1611.00065 (2017).

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.