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most citedDimension Reduction for Large-Scale Federated Data: Statistical Rate and Asymptotic Inference

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math.ST2024

Anti-Concentration Inequalities for the Difference of Maxima of Gaussian Random Vectors

Alexandre Belloni, Ethan X. Fang, Shuting Shen

We derive novel anti-concentration bounds for the difference between the maximal values of two Gaussian random vectors across various settings. Our bounds are dimension-free, scali…