Vector-valued self-normalized concentration inequalities beyond sub-Gaussianity
超越次高斯情形的向量自归一化集中不等式
The study of self-normalized processes plays a crucial role in a wide range of applications, from sequential decision-making to econometrics. While the behavior of self-normalized concentration has been widely investigated for scalar-valued processes, vector-valued processes remain comparatively underexplored, especially outside of the sub-Gaussian framework. In this contribution, we provide concentration bounds for self-normalized processes with light tails beyond…