Concentration inequalities. A nonasymptotic theory of independence

Functional inequalities, including subadditivity, convexity, etc. (39B62) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sums of independent random variables; random walks (60G50)

Cited in

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Optimal rates for independence testing via U-statistic permutation tests
The dimension-free structure of nonhomogeneous random matrices
Stochastic heavy ball
Localization of directed polymers with general reference walk
Linear extensions and comparable pairs in partial orders
Optimal quantitative estimates in stochastic homogenization for elliptic equations in nondivergence form
Safe adaptive importance sampling: a mixture approach
Time-uniform, nonparametric, nonasymptotic confidence sequences
Detecting a planted community in an inhomogeneous random graph
From Poincaré inequalities to nonlinear matrix concentration
Nearly optimal robust mean estimation via empirical characteristic function
Relative utility bounds for empirically optimal portfolios
Tests and estimation strategies associated to some loss functions
Concentration inequalities for bounded functionals via log-Sobolev-type inequalities
Essential components in vector spaces over finite fields
Clustering of measures via mean measure quantization
Second-order Stein: SURE for SURE and other applications in high-dimensional inference
Robust \(k\)-means clustering for distributions with two moments
On the power of multiple anonymous messages: frequency estimation and selection in the shuffle model of differential privacy
Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence
Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
Random polynomials: central limit theorems for the real roots
Adaptive regression with Brownian path covariate
Hamilton-Jacobi equations for nonsymmetric matrix inference
On Monte-Carlo methods in convex stochastic optimization
Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
Cutoff for the asymmetric riffle shuffle
Assessing dynamic covariate effects with survival data
On a game of chance in Marc Elsberg's thriller ``GREED
Limit theorems for distributions invariant under groups of transformations
Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
Generalized resilience and robust statistics
On the robustness of minimum norm interpolators and regularized empirical risk minimizers
Consistency of invariance-based randomization tests
Variance reduction for additive functionals of Markov chains via martingale representations
Long time dynamics for interacting oscillators on graphs
Broadcasting on random recursive trees
Sparse PSD approximation of the PSD cone
Minimax optimality of permutation tests
On least squares estimation under heteroscedastic and heavy-tailed errors
High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints
Robust sub-Gaussian estimation of a mean vector in nearly linear time
Choquet random sup-measures with aggregations
Hypercontractivity and lower deviation estimates in normed spaces
Singularity of sparse Bernoulli matrices
Test for uniformity of exchangeable random variables on the circle
A stochastic Farris transform for genetic data under the multispecies coalescent with applications to data requirements
Minimax estimation of norms of a probability density. I: Lower bounds
Adaptive Bayesian density estimation in sup-norm
Empirical variance minimization with applications in variance reduction and optimal control
Convergence of asymptotic costs for random Euclidean matching problems
Rates of convergence in the central limit theorem for nonlinear statistics under relaxed moment conditions
Hamilton-Jacobi equations for inference of matrix tensor products
Policy space identification in configurable environments
Upper tails via high moments and entropic stability
Large deviation for uniform graphs with given degrees
Robust high dimensional expectation maximization algorithm via trimmed hard thresholding
On sparsity of the solution to a random quadratic optimization problem
Fast approximate simulation of finite long-range spin systems
Asymptotic behaviour of the one-dimensional ``rock-paper-scissors cyclic cellular automaton
Exponential tail bounds for chisquared random variables
Strong convergence analysis of iterative solvers for random operator equations
Non-parametric Poisson regression from independent and weakly dependent observations by model selection
Non-asymptotic bounds for percentiles of independent non-identical random variables
Hypergraph cuts above the average
Mean estimation and regression under heavy-tailed distributions: A survey
Near-optimal mean estimators with respect to general norms
Practical \(\mathsf{MP} \text{- }\mathsf{LWE}\)-based encryption balancing security-risk versus efficiency
On efficient randomized algorithms for finding the PageRank vector
On the efficiency of a randomized mirror descent algorithm in online optimization problems
Concentration of measure without independence: a unified approach via the martingale method
Sensitivity analysis for rare events based on Rényi divergence
Gaussian concentration and uniqueness of equilibrium states in lattice systems
Mixing time of the Chung-Diaconis-Graham random process
Distributed cooperative decision making in multi-agent multi-armed bandits
The generalised Oberwolfach problem
Learning without concentration
Convex Recovery of a Structured Signal from Independent Random Linear Measurements
A Vector-Contraction Inequality for Rademacher Complexities
Permutational Rademacher Complexity
Statistical inference for Sobol pick-freeze Monte Carlo method
Optimal Kernel Selection for Density Estimation
Beyond traditional curvature-dimension. I: New model spaces for isoperimetric and concentration inequalities in negative dimension
Concentration inequalities for sequential dynamical systems of the unit interval
Concentration for Independent Permutations
scientific article; zbMATH DE number 6982311 (Why is no real title available?)
Positive solutions for large random linear systems
Online learning over a finite action set with limited switching
Quadratic transportation inequalities for SDEs with measurable drift
Online allocation and pricing: constant regret via Bellman inequalities
Concentration inequalities for the empirical distribution of discrete distributions: beyond the method of types
Out-of-sample utility bounds for empirically optimal portfolios in a single-period investment problem
Graphical convergence of subgradients in nonconvex optimization and learning
Certified dimension reduction in nonlinear Bayesian inverse problems
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes
On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables
Subgaussianity is hereditarily determined
High-Dimensional Probability: An Introduction with Applications in Data Science
On probabilistic convergence rates of stochastic Bernstein polynomials
Holographic phase retrieval and reference design

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