Mill's Inequality
A useful concentration bound on Gaussian random variables.
Post tagged: stats
Discussion: Asymptotic Normality and Optimalities in Estimation of Large Gaussian Graphical Models, Part 2
Discussion of paper on asymptotic properties of an entrywise estimator for precision matrices, continued.
Discussion: Asymptotic Normality and Optimalities in Estimation of Large Gaussian Graphical Models, Part 1
Discussion of paper on asymptotic properties of an entrywise estimator for precision matrices.
A Cute Proof (Product of Kernels is a Kernel)
A cute proof about kernels.
Le Cam's Method
A brief discussion of Le Cam's two-point argument for minimax lower bounds.
Discussion: Optimal Rates of Convergence for Covariance Matrix Estimation, Part 2
Discussion of paper on minimax estimation of covariance matrices, continued.
Assouad's Lemma
A brief discussion of Assouad's Lemma, its uses, and its relationship to Le Cam's Method.
Discussion: Optimal Rates of Convergence for Covariance Matrix Estimation, Part 1
Discussion of paper on minimax estimation of covariance matrices.