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bounds on norm of a vector
Let $x \in \mathbb{R}^n$, and $M \in \mathbb{R}^{n\times n}$ be a full rank square matrix. If it is known that $ \| M x\|_2 \leq c$, then what can be said about the upper bound of $\| x\|_2$, i.e., $\|...
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Upper bound in bayesian regression setting
Let $y_i = x_i^\top \beta + \epsilon_i$, $i=1,\ldots,n$; where $\epsilon_i$ are i.i.d. following a distribution with mean zero and unit variance, i.e., $\epsilon_i \sim P_{\epsilon_i}(0,1)$, $i=1,\...