Concentration Inequalities

From MaRDI portal
Publication:2809288

DOI10.1093/acprof:oso/9780199535255.001.0001zbMath1337.60003OpenAlexW4245577611WikidataQ58374439 ScholiaQ58374439MaRDI QIDQ2809288

Pascal Massart, Stéphane Boucheron, Gábor Lugosi

Publication date: 27 May 2016

Full work available at URL: https://doi.org/10.1093/acprof:oso/9780199535255.001.0001



Related Items

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, Learning models with uniform performance via distributionally robust optimization, Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles, Hypercontractivity and lower deviation estimates in normed spaces, Singularity of sparse Bernoulli matrices, Test for uniformity of exchangeable random variables on the circle, The dimension-free structure of nonhomogeneous random matrices, 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, Graphical Convergence of Subgradients in Nonconvex Optimization and Learning, Upper tails via high moments and entropic stability, Sensitivity analysis for rare events based on Rényi divergence, Certified dimension reduction in nonlinear Bayesian inverse problems, Large deviation for uniform graphs with given degrees, Gaussian concentration and uniqueness of equilibrium states in lattice systems, Mixing time of the Chung-Diaconis-Graham random process, A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes, Distributed cooperative decision making in multi-agent multi-armed bandits, The generalised Oberwolfach problem, Statistical inference for Sobol pick-freeze Monte Carlo method, Optimal Kernel Selection for Density Estimation, On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables, Beyond traditional Curvature-Dimension I: New model spaces for isoperimetric and concentration inequalities in negative dimension, Subgaussianity is hereditarily determined, Stochastic heavy ball, Concentration inequalities for sequential dynamical systems of the unit interval, Robust high dimensional expectation maximization algorithm via trimmed hard thresholding, High-Dimensional Probability: An Introduction with Applications in Data Science, On sparsity of the solution to a random quadratic optimization problem, On probabilistic convergence rates of stochastic Bernstein polynomials, 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, Localization of directed polymers with general reference walk, Optimal quantitative estimates in stochastic homogenization for elliptic equations in nondivergence form, Unnamed Item, Strong convergence analysis of iterative solvers for random operator equations, Holographic phase retrieval and reference design, Linear extensions and comparable pairs in partial orders, Learning without Concentration, Optimal rates for independence testing via $U$-statistic permutation tests, Convex Recovery of a Structured Signal from Independent Random Linear Measurements, 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, From Steiner formulas for cones to concentration of intrinsic volumes, Sublinear variance in first-passage percolation for general distributions, 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, A Vector-Contraction Inequality for Rademacher Complexities, Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence, Positive solutions for large random linear systems, Non-parametric Poisson regression from independent and weakly dependent observations by model selection, Permutational Rademacher Complexity, Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence, Random polynomials: central limit theorems for the real roots, Online Learning over a Finite Action Set with Limited Switching, Quadratic transportation inequalities for SDEs with measurable drift, Adaptive regression with Brownian path covariate, Hypergraph cuts above the average, Mean estimation and regression under heavy-tailed distributions: A survey, 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, Online Allocation and Pricing: Constant Regret via Bellman Inequalities, Near-optimal mean estimators with respect to general norms, Practical \(\mathsf{MP} \text{- }\mathsf{LWE}\)-based encryption balancing security-risk versus efficiency, 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, Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problem, Variance reduction for additive functionals of Markov chains via martingale representations, On efficient randomized algorithms for finding the PageRank vector, On the efficiency of a randomized mirror descent algorithm in online optimization problems, Long time dynamics for interacting oscillators on graphs, Broadcasting on random recursive trees, Sparse PSD approximation of the PSD cone, Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms, Super-Gaussian Directions of Random Vectors, Multivariate density estimation from privatised data: universal consistency and minimax rates, Phase transitions for support recovery under local differential privacy, The explanation game: a formal framework for interpretable machine learning, Concentration inequalities for Poisson point processes with application to adaptive intensity estimation, Derivation of wealth distributions from biased exchange of money, Empirical Measures, Geodesic Lengths, and a Variational Formula in First-Passage Percolation, Diametrical risk minimization: theory and computations, Loss of stability in a 1D spin model with a long-range random Hamiltonian, Microscopic derivation of a traffic flow model with a bifurcation, Universality of approximate message passing with semirandom matrices, Localized phase for the Erdős-Rényi graph, Unnamed Item, Adaptivity gaps for the stochastic Boolean function evaluation problem, Asymptotic Absence of Poles of Ihara Zeta Function of Large Erdős–Rényi Random Graphs, Particle density in diffusion-limited annihilating systems, On the spectral norm of Gaussian random matrices, Perturbation bounds for eigenspaces under a relative gap condition, Gaussian concentration bound for potentials satisfying Walters condition with subexponential continuity rates, A scalable estimator of sets of integral operators, Fluctuations in first-passage percolation, Concentration inequalities for nonlinear matroid intersection, Sifting attacks in finite-size quantum key distribution, Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs