In this note, we will study the variance of sub-gaussian random variables.
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Maximum of Sub-Gaussian Random Variables
In this note, we will first prove a bound on the expected maxima of a sequence of weighted sub-gaussian random variables. Next, we show an upper bound for the expected value of the maximum of a finite number of sub-gaussian random variables. Finally, we prove a high probability version of these results. -
Old Slides
Here is a list of some of my old slides. Most of these were made when I was an undergraduate student or during Covid.
- Information-Theoretic Analysis of Learning Algorithms [Slides]
- Non-Parametric Least Squares [Slides]
- LASSO is not Fully Bayesian [Slides]
- Online Learning: What is Learnable? [for high school students] [Slides]
- Subjective Theory of Probability: Dutch Book (de Finetti) Theorem [Slides]
- Algorithmic Causal Inference [Slides]
- Online Learning and Online Convex Optimization [with Mahdi Sabbaghi] [Slides]
- Blind Separation of Nonlinear Mixtures of Stochastic Processes [Part 1][Part 2]
- Nonlinear ICA of Temporally Dependent Stationary Sources [Slides]
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Hello World!
Hello! This is my first blog post. I will be posting about topics in ML theory.
