Note to Self: Hanson–Wright Inequality – Ethan Epperly

This post is part of a new series for this blog, Note to Self, where I collect together some notes about an idea related to my research. This content may be much more technical than most of the content of this blog and of much less wide interest. My hope in sharing this is that someone will find this interesting and useful for their own work.

This post is part of a new series for this blog, Note to Self , where I collect together some notes about an idea related to my research. This content may be much more technical than most of the content of this blog and of much less wide interest. My hope in sharing this is that someone will find this interesting and useful for their own work. This post is about a fundamental tool of high-dimensional probability , the Hanson–Wright inequality . The Hanson–Wright inequality is a concentration inequality for quadratic forms of random vectors—that is, expressions of the form where is a random vec

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