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math.PR2026
Robustness of random-walk Metropolis for steep potentials
Sam Power
In Markov chain Monte Carlo sampling, light-tailed target distributions present something of a poisoned chalice: their light tails offer good confinement, and tend to imply good mi…
math.PR2026
The sharp one-dimensional convex sub-Gaussian comparison constant
Damek Davis, Sam Power
Let be an integrable real random variable with mean zero and two-sided sub-Gaussian tail for all . We determine the smallest consta…
math.PR2025
A New Proof of Sub-Gaussian Norm Concentration Inequality
Zishun Liu, Sam Power, Yongxin Chen
We present a new method for proving the norm concentration inequality of sub-Gaussian variables. Our proof is based on an averaged version of the moment generating function, termed…