Sub-Gaussian property for the Beta distribution (part 3, final)

In this third and last post about the Sub-Gaussian property for the Beta distribution [1] (post 1 and post 2), I would like to show the interplay with the Bernoulli distribution as well as some connexions with optimal transport (OT is a hot topic in general, and also on this blog with Pierre’s posts on Wasserstein

Sub-Gaussian property for the Beta distribution (part 2)

  As a follow-up on my previous post on the sub-Gaussian property for the Beta distribution [1], I’ll give here a visual illustration of the proof. A random variable with finite mean is sub-Gaussian if there is a positive number such that: We focus on X being a Beta random variable. Its moment generating function is known as

Sub-Gaussian property for the Beta distribution (part 1)

  With my friend Olivier Marchal (mathematician, not filmmaker, nor the cop), we have just arXived a note on the sub-Gaussianity of the Beta and Dirichlet distributions. The notion, introduced by Jean-Pierre Kahane, is as follows: A random variable with finite mean is sub-Gaussian if there is a positive number such that: Such a constant is

On the benefits of reviewing papers

When I’m asked by students whether they should accept some referee invitation (being it for a stat journal or a machine learning conference) I almost invariably say yes. I think that there is a lot to be learnt when refereeing papers and that this worth the time spent in the process. I’ll detail in this