Basic Concentration Properties of Real-Valued Distributions

Maillard, Odalric Ambrym

Document type :

Autre communication scientifique (congrès sans actes - poster - séminaire...)

Title :

Basic Concentration Properties of Real-Valued Distributions

Author(s) :

Maillard, Odalric Ambrym [Auteur]

Sequential Learning [SEQUEL]

Country :

France

Publication date :

2017-09-01

HAL domain(s) :

Mathématiques [math]/Statistiques [math.ST]

English abstract : [en]

In this note we introduce and discuss a few concentration tools for the study of concentration inequalities on the real line. After recalling versions of the Chernoff method, we move to concentration inequalities for ...
Show more >In this note we introduce and discuss a few concentration tools for the study of concentration inequalities on the real line. After recalling versions of the Chernoff method, we move to concentration inequalities for predictable processes. We especially focus on bounds that enable to handle the sum of real-valued random variables, where the number of summands is itself a random stopping time, and target fully explicit and empirical bounds. We then discuss some important other tools, such as the Laplace method and the transportation lemma.Show less >

Language :

Anglais

Collections :