Concentration inequalities for random fields via coupling
From MaRDI portal
Abstract: We present a new and simple approach to concentration inequalities for functions around their expectation with respect to non-product measures, i.e., for dependent random variables. Our method is based on coupling ideas and does not use information inequalities. When one has a uniform control on the coupling, this leads to exponential concentration inequalities. When such a uniform control is no more possible, this leads to polynomial or stretched-exponential concentration inequalities. Our abstract results apply to Gibbs random fields, in particular to the low-temperature Ising model which is a concrete example of non-uniformity of the coupling.
Recommendations
Cites work
- scientific article; zbMATH DE number 17207 (Why is no real title available?)
- scientific article; zbMATH DE number 49698 (Why is no real title available?)
- scientific article; zbMATH DE number 2061732 (Why is no real title available?)
- scientific article; zbMATH DE number 3446157 (Why is no real title available?)
- scientific article; zbMATH DE number 1881986 (Why is no real title available?)
- scientific article; zbMATH DE number 837692 (Why is no real title available?)
- Applications of Orlicz spaces
- Central limit theorem for random processes with sample paths in exponential Orlicz spaces
- Combinatorial methods in density estimation
- Concentration inequalities for functions of Gibbs fields with application to diffraction and random Gibbs measures
- Concentration of measure inequalities for Markov chains and \(\Phi\)-mixing processes.
- Disagreement percolation in the study of Markov fields
- Exact large deviation bounds up to \(T_ c\) for the Ising model in two dimensions
- Exponential inequalities for dynamical measures of expanding maps of the interval
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- Gibbs measures and phase transitions
- Inégalités de Hoeffding pour les fonctions lipschitziennes de suites dépendantes
- Measure concentration and strong mixing
- Measure concentration for Euclidean distance in the case of dependent random variables.
- Measure concentration for a class of random processes
- Percolation, path large deviations and weakly Gibbs states
- Probability theory of classical Euclidean optimization problems
- Real Analysis and Probability
- Statistical consequences of the Devroye inequality for processes. Applications to a class of non-uniformly hyperbolic dynamical systems
- The concentration of measure phenomenon
Cited in
(32)- scientific article; zbMATH DE number 7415082 (Why is no real title available?)
- Constructing processes with prescribed mixing coefficients
- Concentration inequalities for polynomials of contracting Ising models
- Applications of Stein's method for concentration inequalities
- Concentration inequalities for functions of Gibbs fields with application to diffraction and random Gibbs measures
- Concentration inequalities for disordered models
- Discrete one-dimensional coverage process on a renewal process
- Gaussian concentration bound and ensemble equivalence in generic quantum many-body systems including long-range interactions
- Concentration inequalities for smooth random fields
- Concentration inequalities for non-causal random fields
- A note on concentration for polynomials in the Ising model
- Nonconventional averages along arithmetic progressions and lattice spin systems
- An explicit bound on the transportation cost distance
- Variance and exponential estimates via coupling
- On concentration inequalities and their applications for Gibbs measures in lattice systems
- Concentration inequalities via zero bias couplings
- Attractive regular stochastic chains: perfect simulation and phase transition
- Coupling, concentration inequalities, and stochastic dynamics
- Concentration inequalities for dependent random variables via the martingale method
- A concentration inequality for interval maps with an indifferent fixed point
- Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes
- Bias corrected regularization kernel method in ranking
- Gaussian concentration and uniqueness of equilibrium states in lattice systems
- Stein's method for concentration inequalities
- Multiscale functional inequalities in probability: concentration properties
- Multiscale functional inequalities in probability: constructive approach
- Gaussian concentration bounds for stochastic chains of unbounded memory
- The Poincaré inequality for Markov random fields proved via disagreement percolation
- Evolution of concentration under lattice spin-flip dynamics
- On limit theorems for persistent Betti numbers from dependent data
- Mixing rates for potentials of non-summable variations
- scientific article; zbMATH DE number 4084671 (Why is no real title available?)
This page was built for publication: Concentration inequalities for random fields via coupling
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q866942)
