Statisfaction

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

Posted in General, R by Julyan Arbel on 26 December 2017
beta_to_bernoulli

When a Beta random variable wants to act like a Bernoulli: convergence of optimal proxy variance.

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 ABC). (more…)

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