The only one I can ever remember is the one by symmetrization, see attached pic from Wainwright's book (Example 2.3 here is the MGF bound for a Rademacher r.v.).
23.01.2025 19:53
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The only one I can ever remember is the one by symmetrization, see attached pic from Wainwright's book (Example 2.3 here is the MGF bound for a Rademacher r.v.).