subgaussian distribution are dominated by (i.e. decay at least as fast as) the tails of a Gaussian. This property gives subgaussian distributions their name...

theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable...

inequality can be generalized to any sub-Gaussian distribution. Recall that a random variable X is called sub-Gaussian, if P ( | X | ≥ t ) ≤ 2 e − c t 2...

distribution Modified half-normal distribution Sub-Gaussian distribution Laurenson, Dave (1994). "Nakagami Distribution". Indoor Radio Channel Propagation...

probability that the empirical risk deviates from the true risk to be a Sub-Gaussian distribution. P ( | R ^ ( f ) − R ( f ) | ≥ ϵ ) ≤ 2 e − 2 n ϵ 2 {\displaystyle...

-1/K\leq \lambda \leq 1/K} . | X | {\displaystyle {\sqrt {|X|}}} is sub-Gaussian. High-Dimensional Probability: An Introduction with Applications in Data...

identify the sub-population to which an individual observation belongs. Formally a mixture model corresponds to the mixture distribution that represents...

and the generalized inverse Gaussian distribution. Among the discrete distributions, the negative binomial distribution is sometimes considered the discrete...

signifies a leptokurtic distribution. The Laplace distribution, for example, has tails that decay more slowly than a Gaussian, resulting in more outliers...

_{i=1}^{k}{\frac {(x_{i}-np_{i})^{2}}{np_{i}}}} This resembles the gaussian distribution, which suggests the following theorem: Theorem. At the n → ∞ {\displaystyle...

sum of these individual plane-wave contributions will exhibit a Gaussian distribution. This type of GRF is completely described by its power spectral...

Distributions, also known as Schwartz distributions or generalized functions, are objects that generalize the classical notion of functions in mathematical...

certain theorem valid for all regions of acceptability and all Gaussian distributions. The efficiency of NA relies on information theory and a certain...

equilibrium, unlike the final distribution. The equilibrium distribution is the Gaussian distribution N ( 0 , I ) {\displaystyle {\mathcal {N}}(0,I)} , with...

the sample size. This approximation is termed the normal distribution approximation, Gaussian approximation, or Silverman's rule of thumb. While this rule...

proposal function, or jumping distribution. A common choice for g ( x ∣ y ) {\displaystyle g(x\mid y)} is a Gaussian distribution centered at y {\displaystyle...

Andreas; Pontil, Pontil (2021). "Concentration inequalities under sub-Gaussian and sub-exponential conditions" (PDF). Advances in Neural Information Processing...

number of distributions, ω is a weight associated to the ith Gaussian at time t and μ, Σ are the mean and standard deviation of said Gaussian respectively...

scale t {\displaystyle t} . The main type of scale space is the linear (Gaussian) scale space, which has wide applicability as well as the attractive property...

{\displaystyle N} a random walker has a Gaussian probability distribution. Thus, the joint probability distribution for the real and imaginary parts of the...

volatility is high, the optimization of portfolios when return distributions are non-Gaussian is mathematically challenging. Hierarchical Risk Parity is a...

Location test for Gaussian scale mixture distributions for some theory related to one particular family of non-normal distributions. When the normality...

generalizations. Gaussian belief propagation is a variant of the belief propagation algorithm when the underlying distributions are Gaussian. The first work...

The Oxford Dictionary of English Etymology, Oxford English Dictionary, sub "mathematics", "mathematic", "mathematics". "Maths (Noun)". Oxford English...

Bilinear time–frequency distributions, or quadratic time–frequency distributions, arise in a sub-field of signal analysis and signal processing called...

Limit Theorem, the distribution of a sum of independent random variables with finite variance tends towards a Gaussian distribution. Loosely speaking,...

Exponentiating by squaring Exponentiation Fermat's Last Theorem Forgetting curve Gaussian function Gudermannian function Half-exponential function Half-life Hyperbolic...

{\displaystyle X_{0}} and X 1 {\displaystyle X_{1}} follows two Gaussian distributions, then A = Φ ( ( μ 1 − μ 0 ) / σ 1 2 + σ 0 2 ) {\displaystyle A=\Phi...

random variables, including convergence in probability, convergence in distribution, and almost sure convergence. The different notions of convergence capture...

choosing a different distribution from where the samples are chosen, for instance by sampling according to a gaussian distribution centered at 0, with...