Concentration of measure inequalities for Markov chains and \(\Phi\)-mixing processes.

From MaRDI portal
Publication:1872516

DOI10.1214/aop/1019160125zbMath1044.60061OpenAlexW1972615020MaRDI QIDQ1872516

Paul-Marie Samson

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aop/1019160125



Related Items

Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms, Chernoff and Berry–Esséen inequalities for Markov processes, Tight risk bound for high dimensional time series completion, Transportation cost-information inequalities and applications to random dynamical systems and diffusions., Concentration inequalities, counting processes and adaptive statistics, A note on transportation cost inequalities for diffusions with reflections, A note on concentration for polynomials in the Ising model, Rigorous verification, validation, uncertainty quantification and certification through concentration-of-measure inequalities, Random weighted projections, random quadratic forms and random eigenvectors, Concentration inequalities for random fields via coupling, A Strong Law of Large Numbers for Strongly Mixing Processes, Transport-information inequalities for Markov chains, Kantorovich duality for general transport costs and applications, Concentration and consistency results for canonical and curved exponential-family models of random graphs, Characterization of Talagrand's transport-entropy inequalities in metric spaces, An explicit bound on the transportation cost distance, Exponential inequalities for nonstationary Markov chains, The structure of low-complexity Gibbs measures on product spaces, User-friendly Introduction to PAC-Bayes Bounds, Model selection in reinforcement learning, Some notes on concentration for \(\alpha\)-subexponential random variables, Concentration inequalities for functions of Gibbs fields with application to diffraction and random Gibbs measures, Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions, Gaussian concentration bounds for stochastic chains of unbounded memory, Uniform accuracy of the maximum likelihood estimates for probabilistic models of biological sequences, Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains, Nonasymptotic bounds on the estimation error of MCMC algorithms, One-sided continuity properties for the schonmann projection, On the convex Poincaré inequality and weak transportation inequalities, Learning Theory Estimates with Observations from General Stationary Stochastic Processes, Measure concentration and the weak Pinsker property, Displacement convexity of entropy and related inequalities on graphs, Convergence rate and concentration inequalities for Gibbs sampling in high dimension, Function-specific mixing times and concentration away from equilibrium, Generalization performance of least-square regularized regression algorithm with Markov chain samples, Characterization of Talagrand's like transportation-cost inequalities on the real line, A semiparametric latent factor model for large scale temporal data with heteroscedasticity, Poisson-type deviation inequalities for curved continuous-time Markov chains, Learning performance of regularized regression with multiscale kernels based on Markov observations, Concentration inequalities for polynomials of contracting Ising models, Hamilton-Jacobi equations on graph and applications, Constructing processes with prescribed mixing coefficients, Quantitative homogenization of elliptic partial differential equations with random oscillatory boundary data, Prediction of time series by statistical learning: general losses and fast rates, A characterization of dimension free concentration in terms of transportation inequalities, Compensator and exponential inequalities for some suprema of counting processes, Unnamed Item, Exponential concentration inequalities for additive functionals of Markov chains, Modified log-Sobolev inequalities for convex functions on the real line. Sufficient conditions, Stability of Talagrand's Gaussian transport-entropy inequality via the Föllmer process, General Bernstein-like inequality for additive functionals of Markov chains, Concentration inequalities for dependent random variables via the martingale method, On limit theorems for persistent Betti numbers from dependent data, Talagrand concentration inequalities for stochastic partial differential equations, When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence, Deviation inequalities for separately Lipschitz functionals of composition of random functions, Quenched invariance principle for random walks on dynamically averaging random conductances, Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods, Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk, Optimal rate for support vector machine regression with Markov chain samples, Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes, Unnamed Item, A note on the Bramson-Kalikow process



Cites Work