Results 1 to 10 of about 213,125 (304)
Concentration inequalities for order statistics [PDF]
Electronic Communications in Probability, 2012 This note describes non-asymptotic variance and tail bounds for order statistics of samples of independent identically distributed random variables. Those bounds are checked to be asymptotically tight when the sampling distribution belongs to a maximum ...
Stéphane Boucheron, Maud Thomas
core +7 more sources
CONCENTRATION INEQUALITIES FOR GIBBS MEASURES [PDF]
Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2011 We are interested in Sobolev type inequalities and their relationship with concentration properties on higher dimensions. We consider unbounded spin systems on the d-dimensional lattice with interactions that increase slower than a quadratic. At first we
Ioannis Papageorgiou
core +6 more sources
Second-Order Matrix Concentration Inequalities [PDF]
Applied and Computational Harmonic Analysis, 2015 Matrix concentration inequalities give bounds for the spectral-norm deviation of a random matrix from its expected value. These results have a weak dimensional dependence that is sometimes, but not always, necessary.
Joel A. Tropp
core +8 more sources
Concentration inequalities for random fields via coupling [PDF]
, 2005 We present a new and simple approach to concentration inequalities for functions around their expectation with respect to non-product measures, i.e., for dependent random variables.
Jean-René Chazottes +3 more
openalex +9 more sources
Equivalence of concentration inequalities for linear and non-linear functions [PDF]
, 2010 We consider a random variable $X$ that takes values in a (possibly infinite-dimensional) topological vector space $\mathcal{X}$. We show that, with respect to an appropriate "normal distance" on $\mathcal{X}$, concentration inequalities for linear and ...
Timothy Sullivan, Houman Owhadi
openalex +5 more sources
Bernstein type's concentration inequalities for symmetric Markov processes [PDF]
, 2010 Using the method of transportation-information inequality introduced in \cite{GLWY}, we establish Bernstein type's concentration inequalities for empirical means $\frac 1t \int_0^t g(X_s)ds$ where $g$ is a unbounded observable of the symmetric Markov ...
Fuqing Gao, Arnaud Guillin, Liming Wu
openalex +8 more sources
Measure concentration through non-Lipschitz observables and functional inequalities [PDF]
, 2013 Non-Gaussian concentration estimates are obtained for invariant probability measures of reversible Markov processes. We show that the functional inequalities approach combined with a suitable Lyapunov condition allows us to circumvent the classical ...
Aldéric Joulin, Arnaud Guillin
openalex +7 more sources
Concentration Inequalities from Likelihood Ratio Method [PDF]
, 2014 We explore the applications of our previously established likelihood-ratio method for deriving concentration inequalities for a wide variety of univariate and multivariate distributions.
Xinjia Chen
openalex +4 more sources
Socio-economic inequalities in malaria prevalence among under-five children in Ghana between 2016 and 2019: a decomposition analysis [PDF]
Malaria JournalBackground In a country with limited and unequally distributed resources, and plagued with malaria annually, under-five children are severely affected by this disease in Ghana.
Marian Yaa Abrafi Edusei +3 more
doaj +2 more sources
Deviation bounds and concentration inequalities for quantum noises [PDF]
Quantum, 2022 We provide a stochastic interpretation of non-commutative Dirichlet forms in the context of quantum filtering. For stochastic processes motivated by quantum optics experiments, we derive an optimal finite time deviation bound expressed in terms of the ...
Tristan Benoist +2 more
doaj +1 more source