PAC-Bayesian inequalities of some random variables sequences

DOI10.1186/S13660-015-0768-3MaRDI QIDQ260232zbMATH OpenOpenAlexWikidataFDO

Authors Yu Miao, Wenfei Xu, Luming Shen, Zhen Wang, Shanshan Chen

Publication date 21 March 2016

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-015-0768-3

zbMATH Keywords

martingalesconditionally symmetric random variablesPAC-Bayesian inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Stochastic processes (60G99)

Cites work

• A general class of exponential inequalities for martingales and ratios
• Chromatic PAC-Bayes bounds for non-IID data: applications to ranking and stationary \(\beta \)-mixing processes
• Distribution-Dependent PAC-Bayes Priors
• PAC-Bayesian Inequalities for Martingales
• Structural risk minimization over data-dependent hierarchies
• Upper bounds for the \(L_ p\)-norms of martingales

Cited in

(1)

• PAC-Bayesian lifelong learning for multi-armed bandits

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