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...

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 are a kind of generalized function in mathematical analysis. Distributions make it possible to differentiate...

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...

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...

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

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...

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...

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

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

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

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

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...

called the harmonic distribution or harmonic law. The harmonic law is a special case of the generalized inverse Gaussian distribution family when γ = 0...

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

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

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

space with respect to a given probability distribution. More specifically, the expected supremum of a sub-gaussian process is bounded up to finite constants...

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

{\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...

practical result of the Shannon–Hartley law for the channel capacity of a Gaussian channel; as well as the bit—a new way of seeing the most fundamental unit...