On concentration inequalities for vector-valued Lipschitz functions

DOI10.1016/J.SPL.2021.109071MaRDI QIDQ2244515zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 12 November 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.00651

zbMATH Keywords

Markov chainconcentrationtransportation cost inequalitytheorem of Bobkov and Götze

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Abstract: We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct application of a classical theorem due to Bobkov and G"{o}tze.

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Cited in

(6)

• On some Gaussian concentration inequality for non-Lipschitz functions
• On the concentration of measure phenomenon for stable and related random vectors.
• On Measure Concentration of Vector-Valued Maps
• Log concavity and concentration of Lipschitz functions on the Boolean hypercube
• Concentration of non‐Lipschitz functions and applications
• Concentration of Lipschitz Functionals of Determinantal and Other Strong Rayleigh Measures

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