Lecture 7a: Efron Stein inequality by Purnamrita Sarkar Created 2026-10-18 Updated 2026-11-05
By Purnamrita Sarkar, explicitly named on the title slide. The University of Texas at Austin, Department of Statistics and Data Science, is the listed affiliation. The author’s GitHub Pages site hosts the slides. No publication, revision or course year is established.
Lecture slides: psarkar.github.io/SDS384/efron-stein.pdf
Purnamrita Sarkar Created 2026-10-18 Updated 2026-11-05
Purnamrita Sarkar works at the intersection of high-dimensional statistics, machine-learning theory, differential privacy and large-scale optimization. Her University of Texas at Austin profile describes this combination of statistical and computational research.[ref]
https://stat.utexas.edu/directory/purnamrita-purna-sarkar. Institutional biography and research fields
Her lecture on the Efron–Stein inequality presents a general way to control the variance of a function of independent inputs: compare the function with versions in which one input is independently replaced. For a sum, the resulting bound recovers the familiar sum of variances; for a complicated estimator, it gives a route to uncertainty control without expanding every covariance term.[ref]
Lecture 7a: Efron Stein inequality by Purnamrita Sarkar. PDF pp. 1–9, independent-copy bound and equality for sums
Portrait of Purnamrita Sarkar
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