On The Absolute Constant in Hanson-Wright Inequality

TL;DR

This paper revisits the Hanson-Wright inequality for Gaussian quadratic forms, focusing on precisely determining the absolute constant involved in its formulation.

Contribution

The paper provides a refined proof of the Hanson-Wright inequality with explicit tracking of the absolute constant, enhancing the understanding of its precise bounds.

Findings

Explicit absolute constant determined in the inequality

Refined proof technique for Hanson-Wright inequality

Improved bounds for Gaussian quadratic forms

Abstract

We revisit and slightly modify the proof of the Gaussian Hanson-Wright inequality where we keep track of the absolute constant in its formulation.