The multinomial projection subgaussianity conjecture
The multinomial projection subgaussianity conjecture
Let and be nonnegative integers, let , and let . The associated multinomial probability of is
Multinomial projection subgaussianity conjecture. This random variable is -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.
Sources & referencesView supporting material
Primary source
Sam Elder, “Bayesian Adaptive Data Analysis Guarantees from Subgaussianity”, arXiv:1611.00065 (2017).
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