Measure concentration for Euclidean distance in the case of dependent random variables. (Q1889790)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measure concentration for Euclidean distance in the case of dependent random variables. |
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Measure concentration for Euclidean distance in the case of dependent random variables. (English)
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10 December 2004
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The paper discusses and establishes various measure concentration inequalities for dependent multvariate random variables. Different kinds of concentration properties are proved for conditional distributions. They are related to the Wasserstein distance, the relative entropy and various contractivity conditions.
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Wasserstein distance
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relative entropy
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Dobrushin-Shlosman mixing condition
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Gibbs sampler
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