Conceptstrongly adapted sub-ψ condition
Strongly Adaptive sub-ψ Condition
A condition used to characterize the concentration properties of noise sequences under adaptive filtering. It requires the conditional moment generating function to be controlled by a ψ function, so that time-uniform concentration inequalities apply to predictable weighted sums.
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Oct 19
The paper introduces the strongly adapted sub-ψ condition to characterize the concentration properties of noise sequences under adapted filtering.
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