Concentration of Markov chains with bounded moments
From MaRDI portal
(Redirected from Publication:2227486)
Recommendations
- Concentration inequalities for Markov chains by Marton couplings and spectral methods
- Chernoff-Hoeffding bounds for Markov chains: generalized and simplified
- Effective Berry-Esseen and concentration bounds for Markov chains with a spectral gap
- Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes
- Concentration inequalities for Markov processes via coupling
Cites work
- scientific article; zbMATH DE number 3536702 (Why is no real title available?)
- scientific article; zbMATH DE number 2107175 (Why is no real title available?)
- scientific article; zbMATH DE number 3052523 (Why is no real title available?)
- A Chernoff Bound for Random Walks on Expander Graphs
- A Hoeffding inequality for Markov chains
- A large deviation inequality for vector functions on finite reversible Markov chains
- A matrix expander Chernoff bound
- A probability inequality for the occupation measure of a reversible Markov chain
- Chernoff-Hoeffding bounds for Markov chains: generalized and simplified
- Chernoff-type bound for finite Markov chains
- Concentration inequalities for Markov chains by Marton couplings and spectral methods
- Derandomizing the Ahlswede-Winter matrix-valued Chernoff bound using pessimistic estimators, and applications
- Effective Berry-Esseen and concentration bounds for Markov chains with a spectral gap
- High-dimensional probability. An introduction with applications in data science
- Intermediate spaces and interpolation, the complex method
- Large Deviation Bounds for Markov Chains
- Optimal Hoeffding bounds for discrete reversible Markov chains.
- Tail Estimates for Sums of Variables Sampled by a Random Walk
Cited in
(13)- Concentration inequalities for Markov processes via coupling
- Concentration inequalities for Markov chains by Marton couplings and spectral methods
- A martingale minimax exponential inequality for Markov chains
- Effective Berry-Esseen and concentration bounds for Markov chains with a spectral gap
- Gaussian concentration bounds for stochastic chains of unbounded memory
- Transportation and concentration inequalities for bifurcating Markov chains
- A method to derive concentration of measure bounds on Markov chains
- Concentration of Markov chains with bounded moments
- Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes
- The Littlewood-Offord problem for Markov chains
- A Hoeffding inequality for Markov chains
- Robust projected principal component analysis for large-dimensional semiparametric factor modeling
- Concentration of Markov chains indexed by trees
This page was built for publication: Concentration of Markov chains with bounded moments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2227486)