Results 21 to 30 of about 5,910,649 (317)
Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations [PDF]
Stochastics and Dynamics, 2022 We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations. In the large deviation regime, we also exhibit examples showing that the
C. Cuny, J. Dedecker, F. Merlevède
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Concentration inequalities for ultra log-concave distributions [PDF]
Studia Mathematica, 2021 . We establish concentration inequalities in the class of ultra log-concave distributions. In particular, we show that ultra log-concave distributions satisfy Poisson concentration bounds.
Heshan Aravinda +2 more
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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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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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Matrix Poincaré inequalities and concentration [PDF]
Advances in Mathematics, 2020 Final version, to appear in Advances in ...
Aoun, Richard +2 more
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Concentration inequalities for Kernel density estimators under uniform mixing
Journal of the Korean Statistical Society, 2023 We derive non-asymptotic concentration inequalities for the uniform deviation between a multivariate density function and its non-parametric kernel density estimator in stationary and uniform mixing time series framework. We derive analogous inequalities
Stelios Arvanitis
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Generalizations of some concentration inequalities [PDF]
Statistics & Probability Letters, 2022 11 ...
M. Ashraf Bhat, G. Sankara Raju Kosuru
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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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Sharper Concentration Inequalities for Median-of-Mean Processes
Mathematics, 2023 The Median-of-Mean (MoM) estimation is an efficient statistical method for handling data with contamination. In this paper, we propose a variance-dependent MoM estimation method using the tail probability of a binomial distribution.
Guangqiang Teng +3 more
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An Introduction to Matrix Concentration Inequalities [PDF]
Found. Trends Mach. Learn., 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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