Results 11 to 20 of about 10,290,926 (277)
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 Statistical Inference [PDF]
Communications in Mathematical Research, 2020 This paper gives a review of concentration inequalities which are widely employed in analyzes of mathematical statistics in a wide range of settings, from distribution free to distribution dependent, from sub-Gaussian to sub-exponential, sub-Gamma, and ...
Huiming Zhang, Song-Xi Chen
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Concentration Inequalities [PDF]
, 2004 Concentration inequalities deal with deviations of functions of independent random variables from their expectation. In the last decade new tools have been introduced making it possible to establish simple and powerful inequalities. These inequalities are at the heart of the mathematical analysis of various problems in machine learning and made it ...
Stéphane Boucheron +2 more
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An Introduction to Matrix Concentration Inequalities [PDF]
Foundations and Trends® in Machine Learning, 2015 In recent years, random matrices have come to play a major role in computational mathematics, but most of the classical areas of random matrix theory remain the province of experts.
J. Tropp
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Functional Inequalities for Two-Level Concentration [PDF]
Potential Analysis, 2021 AbstractProbability measures satisfying a Poincaré inequality are known to enjoy a dimension-free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincaré inequality automatically implies a modified logarithmic Sobolev inequality. As a consequence the Poincaré inequality ensures a stronger dimension-
Barthe, Franck, Strzelecki, Michał
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Concentration inequalities for polynomials in α-sub-exponential random variables [PDF]
Electronic Journal of Probability, 2019 In this work we derive multi-level concentration inequalities for polynomial functions in independent random variables with a $\alpha$-sub-exponential tail decay.
F. Götze, H. Sambale, A. Sinulis
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Thermodynamic Concentration Inequalities and Trade-Off Relations. [PDF]
Physical Review LettersThermodynamic tradeoff relations quantify the fundamental concept of "no free lunch" in the physical world, suggesting that faster and more precise physical processes come at a higher thermodynamic cost.
Yoshihiko Hasegawa, Tomohiro Nishiyama
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Concentration Inequalities for Bounded Functionals via Log-Sobolev-Type Inequalities [PDF]
Journal of theoretical probability, 2018 In this paper, we prove multilevel concentration inequalities for bounded functionals f=f(X1,…,Xn)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs}
F. Götze, H. Sambale, A. Sinulis
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New insights on concentration inequalities for self-normalized martingales [PDF]
Electronic Communications in Probability, 2018 We propose new concentration inequalities for self-normalized martingales. The main idea is to introduce a suitable weighted sum of the predictable quadratic variation and the total quadratic variation of the martingale.
B. Bercu, Taieb Touati
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Concentration Properties of Extremal Parameters in Random Discrete Structures [PDF]
Discrete Mathematics & Theoretical Computer Science, 2006 The purpose of this survey is to present recent results concerning concentration properties of extremal parameters of random discrete structures. A main emphasis is placed on the height and maximum degree of several kinds of random trees. We also provide
Michael Drmota
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