Mini-course on concentration inequalities

Recently I decided to start a ‘mini-course’ on concentration inequalities (possibly in parallel with the one on optimization). We’ll begin with some basic stuff that I’ve already familiar with (subgaussians, subexponentials, Bernstein, McDiarmid, martingales, Orlicz norms); then the plan is to move on to some a bit more advanced topics with some good lecture notes at hand.

About Dmitry Ostrovsky

PhD student with interests in statistics, optimization, and machine learning.
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