Blog

Short research notes and updates.

A clean proof of Hoeffding’s inequality

In the previous post, we made rather a meal out of proving the extremely simple fact that \[\Pr[X \geq t] \leq e^{- \sup_\lambda \lambda x - \psi(\lambda)}\]

The Geometry of Prediction, Part I

I recently read this tweet by my friend, Ahmad Beirami. My approach to concentration inequalities has been quite utilitarian, and Ahmad’s tweet confirmed to me that I am…