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Concentration Inequalities: A Nonasymptotic Theory of Independence [PDF]
, 2013 S. Boucheron, G. Lugosi, P. Massart
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Tight concentration inequalities for quantum adversarial setups exploiting permutation symmetry
QuantumWe developed new concentration inequalities for a quantum state on an N-qudit system or measurement outcomes on it that apply to an adversarial setup, where an adversary prepares the quantum state.
Takaya Matsuura +4 more
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Concentration Inequalities for the Empirical Distribution
Information and Inference A Journal of the IMA, 2018We study concentration inequalities for the Kullback–Leibler (KL) divergence between the empirical distribution and the true distribution. Applying a recursion technique, we improve over the method of types bound uniformly in all regimes of sample size
Jay Mardia +4 more
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Concentration Inequalities for Euler Schemes
2006We establish a Poincare inequality for the law at time t of the explicit Euler scheme for a stochastic differential equation. When the diffusion coefficient is constant, we also establish a Logarithmic Sobolev inequality for both the explicit and implicit Euler scheme, with a constant related to the convexity of the drift coefficient.
Malrieu, Florent, Talay, Denis
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Concentration Inequalities for Samples without Replacement
Theory of Probability & Its Applications, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
I. Tolstikhin
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Concentration inequalities and UQ bounds for hypocoercive MCMC samplers
Quarterly of Applied Mathematics, 2019In this work we provide performance guarantees for hypocoercive nonreversible Monte-Carlo Markov chain (MCMC) samplers
Jeremiah Birrell, Luc Rey-Bellet
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Wasserstein-Divergence transportation inequalities and polynomial concentration inequalities
Statistics & Probability Letters, 2014zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Talagrand concentration inequalities for stochastic partial differential equations
Stochastics and Partial Differential Equations: Analysis and Computations, 2017One way to define the concentration of measure phenomenon is via Talagrand inequalities, also called transportation-information inequalities. That is, a comparison of the Wasserstein distance from the given measure to any other absolutely continuous ...
D. Khoshnevisan, Andrey Sarantsev
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Concentration inequalities for sums
2015This chapter is devoted to concentration inequalities for sums or functions of independent random variables. We will give a survey of known results as well as new extensions in this area.
Bernard Bercu +2 more
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Concentration inequalities and logarithmic Sobolev inequalities
2009We first derive concentration inequalities based on the logarithmic Sobolev inequality and then give some generic and classical examples of laws that satisfy this inequality. Since we shall use it in these notes for Wigner’s matrices, we focus first on concentration for laws in RN.
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