The $n$-dimensional unit cube $[0,1]^n$ as a subset of $\mathbb{R}^n$.
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Weighted Hamming distance from $x$ to $y$ with weight vector $\alpha$: $\sum_{i : x_i \neq y_i} |\alpha_i|$.
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Weighted Hamming distance from $x$ to a set $A$: the infimum of weightedHammingDist α x y
as $y$ ranges over $A$.
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Talagrand's convex distance from $x$ to a set $A$: the supremum over unit vectors $\alpha$ of the $\alpha$-weighted Hamming distance from $x$ to $A$.
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The weighted Hamming distance is non-negative, as a sum of absolute values and zeros.
For a unit-norm weight vector $\alpha$, the weighted Hamming distance between any two points is at most $n$.
For $x, y$ in the unit cube and any weight vector $\alpha$, the inner product $\langle x - y, \alpha\rangle$ is bounded by the weighted Hamming distance $\mathrm{whd}_\alpha(x,y)$.
The set whose supremum defines talagrandDist is bounded above by $n$, hence the
supremum is attainable in the extended sense (used to apply csSup lemmas).
Talagrand's convex distance is non-negative.
Lemma 9.5.12 / Corollary 9.5.13 (convex distance bound). If $A \subseteq [0,1]^n$ and $x \in [0,1]^n$, then the Euclidean distance from $x$ to the convex hull of $A$ is at most Talagrand's convex distance $d_T(x, A)$.