Results 11 to 20 of about 213,125 (304)
Concentration inequalities for upper probabilities [PDF]
Journal of Inequalities and Applications, 2020 In this paper, we obtain a Bernstein-type concentration inequality and McDiarmid’s inequality under upper probabilities for exponential independent random variables.
Yuzhen Tan
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Concentration inequalities for random tensors [PDF]
Bernoulli, 2020 We show how to extend several basic concentration inequalities for simple random tensors $X = x_1 \otimes \cdots \otimes x_d$ where all $x_k$ are independent random vectors in $\mathbb{R}^n$ with independent coefficients.
Vershynin, Roman
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Transport inequalities and Concentration of measure* [PDF]
ESAIM: Proceedings and Surveys, 2015 We give a short introduction to the concentration of measure phenomenon and connect it with different functional inequalities (Poincaré, Talagrand and Log-Sobolev inequalities).
Gozlan Nathael
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Concentration inequalities for sampling without replacement [PDF]
Bernoulli, 2015 Concentration inequalities quantify the deviation of a random variable from a fixed value. In spite of numerous applications, such as opinion surveys or ecological counting procedures, few concentration results are known for the setting of sampling ...
Bardenet, Rémi +1 more
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Applications of Stein's method for concentration inequalities [PDF]
The Annals of Probability, 2010 Stein's method for concentration inequalities was introduced to prove concentration of measure in problems involving complex dependencies such as random permutations and Gibbs measures.
Chatterjee, Sourav, Dey, Partha S.
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Quantum Concentration Inequalities [PDF]
Annales Henri Poincaré, 2022 AbstractWe establish Transportation Cost Inequalities (TCIs) with respect to the quantum Wasserstein distance by introducing quantum extensions of well-known classical methods: First, we generalize the Dobrushin uniqueness condition to prove that Gibbs states of 1D commuting Hamiltonians satisfy a TCI at any positive temperature and provide conditions ...
De Palma G., Rouze C.
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Concentration inequalities for disordered models
, 2012 We use a generalization of Hoeffding's inequality to show concentration results for the free energy of disordered pinning models, assuming only that the disorder has a finite exponential moment.
Watbled, Frederique
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A modified Φ-Sobolev inequality for canonical Lévy processes and its applications
Modern Stochastics: Theory and Applications, 2023 A new modified Φ-Sobolev inequality for canonical ${L^{2}}$-Lévy processes, which are hybrid cases of the Brownian motion and pure jump-Lévy processes, is developed.
Noriyoshi Sakuma, Ryoichi Suzuki
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Multivariate Global-Local Priors for Small Area Estimation
Stats, 2022 It is now widely recognized that small area estimation (SAE) needs to be model-based. Global-local (GL) shrinkage priors for random effects are important in sparse situations where many areas’ level effects do not have a significant impact on the ...
Tamal Ghosh +3 more
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Rising Concentration and Wage Inequality [PDF]
SSRN Electronic Journal, 2020 AbstractWage inequality has risen in many countries over recent decades. At the same time, production has become increasingly concentrated in a small number of firms. In this paper, we show that these two phenomena are linked. Theoretically, we show that an increase in consumer price sensitivity will lead to an increase in the sectoral concentration of
Cortes, Guido Matias, Tschopp, Jeanne
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