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Showing 1 to 1 of 1 for “"Rademacher Symmetrization"”.
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A concentration inequality based statistical methodology for inference on covariance matrices and operators
… of concentration based confidence sets: Rademacher symmetrization. The symmetrization inequality, which arises in the probability in Banach spaces literature, is shown to be connected with optimal transport theory and specifically the Wasserstein distance. This insight is used to improve …