Robust concentration inequalities in maximal exponential models

DOI10.1016/J.SPL.2020.109001MaRDI QIDQ2657985zbMATH OpenOpenAlexWikidataFDO

Authors Paola Siri, Barbara Trivellato

Publication date 18 March 2021

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

Full work available at URL https://doi.org/10.1016/j.spl.2020.109001

zbMATH Keywords

concentration inequalitiesOrlicz spacesexponential modelssub-exponential random variables

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Applications of functional analysis in probability theory and statistics (46N30) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30)

Cites work

• scientific article; zbMATH DE number 50401 (Why is no real title available?)
• scientific article; zbMATH DE number 5255870 (Why is no real title available?)
• A class of non-parametric statistical manifolds modelled on Sobolev space
• A infinite-dimensional geometric structure on the space of all the probability measures equivalent to a given one
• An infinite-dimensional statistical manifold modelled on Hilbert space
• Exponential models by Orlicz spaces and applications
• Exponential statistical manifold
• High-dimensional probability. An introduction with applications in data science
• High-dimensional statistics. A non-asymptotic viewpoint
• Information geometry of the Gaussian space
• Minimization of the Kullback-Leibler divergence over a log-normal exponential arc
• New results on mixture and exponential models by Orlicz spaces
• On -families of probability distributions
• On mixture and exponential connection by open arcs
• On the existence of paths connecting probability distributions
• Sobolev statistical manifolds and exponential models

Cited in

(5)

• Affine statistical bundle modeled on a Gaussian Orlicz-Sobolev space
• Sub-exponentiality in statistical exponential models
• A Lecture About the Use of Orlicz Spaces in Information Geometry
• Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables
• Information geometry of smooth densities on the Gaussian space: Poincaré inequalities

This page was built for publication: Robust concentration inequalities in maximal exponential models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2657985)