New concentration inequalities in product spaces

From MaRDI portal
Publication:5961446

DOI10.1007/s002220050108zbMath0893.60001OpenAlexW2080872718WikidataQ94770055 ScholiaQ94770055MaRDI QIDQ5961446

Michel Talagrand

Publication date: 22 July 1998

Published in: Inventiones Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002220050108



Related Items

Nonparametric robust regression estimation for censored data, Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder), Concentration inequalities, counting processes and adaptive statistics, A note on concentration for polynomials in the Ising model, Confidence bands in density estimation, Rigorous verification, validation, uncertainty quantification and certification through concentration-of-measure inequalities, Convergence of the optimal M-estimator over a parametric family of M-estimators, On the geometry of polytopes generated by heavy-tailed random vectors, Multiplicative deconvolution in survival analysis under dependency, Modified log-Sobolev inequalities and two-level concentration, Exact matrix completion via convex optimization, Suprema of Chaos Processes and the Restricted Isometry Property, Robust multivariate mean estimation: the optimality of trimmed mean, Estimation Strategies for Censored Lifetimes with a Lexis‐Diagram Type Model, Kantorovich duality for general transport costs and applications, On randomized trace estimates for indefinite matrices with an application to determinants, Talagrand's transportation inequality for SPDEs with locally monotone drifts, Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space, A Weighted Approximation Approach to the Study of the Empirical Wasserstein Distance, Concentration inequalities for Poisson point processes with application to adaptive intensity estimation, Kernel Ordinary Differential Equations, Ranking and empirical minimization of \(U\)-statistics, Some notes on concentration for \(\alpha\)-subexponential random variables, Risk bounds when learning infinitely many response functions by ordinary linear regression, Statistical Analysis of Random Objects Via Metric Measure Laplacians, Global uniform risk bounds for wavelet deconvolution estimators, A transportation inequality for reflected SPDEs on infinite spatial domain, High-dimensional local linear regression under sparsity and convex losses, Adaptive circular deconvolution by model selection under unknown error distribution, Empirical risk minimization is optimal for the convex aggregation problem, BREAKING THE COHERENCE BARRIER: A NEW THEORY FOR COMPRESSED SENSING, Concentration Inequalities for Samples without Replacement, Adaptive estimation in circular functional linear models, Histogram selection for possibly censored data, On the Bennett-Hoeffding inequality, Quasi-Bayesian analysis of nonparametric instrumental variables models, Estimation of the density of regression errors by pointwise model selection, Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes, Non linear parametric mode regression, Confidence sets in sparse regression, U-Processes and Preference Learning, Concentration for noncommutative polynomials in random matrices, Spectral asymptotics of the Laplacian on supercritical bond-percolation graphs, Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density, Local tail bounds for functions of independent random variables, Unnamed Item, A sharp concentration inequality with applications, Uncertainty quantification via codimension-one partitioning, Conditional mean residual life estimation, A lower bound for the discrepancy of a random point set, Some applications of concentration inequalities to statistics, Super optimal rates for nonparametric density estimation via projection estimators, Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles, On the errors committed by sequences of estimator functionals, Uniform asymptotics for kernel density estimators with variable bandwidths, Penalized Projection Estimator for Volatility Density, Concentration inequalities and asymptotic results for ratio type empirical processes, Compensator and exponential inequalities for some suprema of counting processes, Unnamed Item, About the rate function in concentration inequalities for suprema of bounded empirical processes, Exponential concentration inequalities for additive functionals of Markov chains, Second order concentration via logarithmic Sobolev inequalities, Talagrand concentration inequalities for stochastic heat-type equations under uniform distance, Tail bounds for the supremums of empirical processes over unbounded classes of functions, Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship, Fast and RIP-optimal transforms, A comprehensive approach to mode clustering, Bandwidth selection in kernel empirical risk minimization via the gradient, Measuring the Capacity of Sets of Functions in the Analysis of ERM, Theory of Classification: a Survey of Some Recent Advances, Concentration inequalities for dependent random variables via the martingale method, Unnamed Item, On the Optimality of Sample-Based Estimates of the Expectation of the Empirical Minimizer, Talagrand concentration inequalities for stochastic partial differential equations, Relative error prediction for twice censored data, Adaptive Estimation of Hazard Rate with Censored Data, Data-Driven Density Estimation in the Presence of Additive Noise with unknown Distribution, Inference on covariance operators via concentration inequalities: \(k\)-sample tests, classification, and clustering via Rademacher complexities, An exponential inequality for suprema of empirical processes with heavy tails on the left, An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations, Nonparametric estimation of low rank matrix valued function, Ergodic theorems for some classical problems in combinatorial optimization, Isotonic regression in general dimensions, Penalized contrast estimator for adaptive density deconvolution, Existence, duality, and cyclical monotonicity for weak transport costs, On Talagrand's deviation inequalities for product measures, Unnamed Item, Nonparametric estimation of random-effects densities in linear mixed-effects model, Likelihood Ratio Type Two-Sample Tests for Current Status Data, About the constants in Talagrand's concentration inequalities for empirical processes., The LIL for canonical \(U\)-statistics of order 2, Isoperimetry for Gibbs measures, Concentration inequalities, large and moderate deviations for self-normalized empirical processes, Bounding the generalization error of convex combinations of classifiers: Balancing the dimensionality and the margins., Concentration of measure inequalities for Markov chains and \(\Phi\)-mixing processes., Concentration of measure, classification of submeasures, and dynamics of \(L_0\), A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model, Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression, Uniform limit theorems for wavelet density estimators, Weighted uniform consistency of kernel density estimators., Anisotropic spectral cut-off estimation under multiplicative measurement errors, Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class, Information inequalities and concentration of measure, Moderate deviations and nonparametric inference for monotone functions, The mathematical work of Evarist Giné, Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings, Concentration of measure and isoperimetric inequalities in product spaces, Fast learning rate of non-sparse multiple kernel learning and optimal regularization strategies, Risk bounds for statistical learning, Inverse statistical learning, Adaptive confidence sets in \(L^2\), The restricted isometry property for time-frequency structured random matrices, Moment inequalities for U-statistics, The Bernstein-Orlicz norm and deviation inequalities, Convergence rates for empirical barycenters in metric spaces: curvature, convexity and extendable geodesics, Weak monotone rearrangement on the line, Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method, Adaptive estimation of the conditional cumulative distribution function from current status data, Nonparametric estimation for survival data with censoring indicators missing at random, Asymptotic theory for density ridges, Strong approximations for dependent competing risks with independent censoring, Nonparametric density estimation in presence of bias and censoring, Sparsity in multiple kernel learning, Learning rates for partially linear functional models with high dimensional scalar covariates, About the rate function in Talagrand's inequality for empirical processes, A concentration inequality for product spaces, Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables, Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections, On the uniform consistency of the Bernstein density estimator, Model selection: from theory to practice, Tail index estimation, concentration and adaptivity, Moderate deviations for estimators under exponentially stochastic differentiability conditions, Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds, Cumulative distribution function estimation under interval censoring case 1, Optimal model selection in density estimation, Properties of the parabolic Anderson model and the Anderson polymer model, The adjacent vertex distinguishing total chromatic number, Adaptive confidence sets for matrix completion, Uniform convergence of nonparametric regressions in competing risk models with right censoring, Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\), Nonparametric regression with martingale increment errors, Large deviations and moderate deviations for kernel density estimators of directional data, Gaussian approximation of suprema of empirical processes, New concentration inequalities for suprema of empirical processes, Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models, Concentration inequalities using the entropy method, Symmetrization approach to concentration inequalities for empirical processes., A sharp threshold for a modified bootstrap percolation with recovery, Uniform convergence rates for wavelet curve estimation in sup-norm loss, Exponential inequalities for the supremum of some counting processes and their square martingales, Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order, Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model, Boosting conditional probability estimators, Generalized sampling and infinite-dimensional compressed sensing, Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications, Asymptotics for panel quantile regression models with individual effects, On Bernstein type inequalities for stochastic integrals of multivariate point processes, A semi-parametric mode regression with censored data, A few remarks on the operator norm of random Toeplitz matrices, Minimax estimation of the conditional cumulative distribution function, A Kernel Multiple Change-point Algorithm via Model Selection, Adaptive estimation of stationary Gaussian fields, Moment inequalities for functions of independent random variables, Concentration around the mean for maxima of empirical processes, A high-dimensional Wilks phenomenon, Quadratic transportation cost inequality for scalar stochastic conservation laws, Exponential concentration for first passage percolation through modified Poincaré inequalities, Concentration inequalities for bounded functionals via log-Sobolev-type inequalities, Direct importance estimation for covariate shift adaptation, Adaptive functional linear regression, Central limit theorems for the Wasserstein distance between the empirical and the true distributions, An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation, Adaptation on the space of finite signed measures, Central and \(L^p\)-concentration of 1-Lipschitz maps into \(R\)-trees, Localization near fluctuation boundaries via fractional moments and applications, Applications of weak transport theory, Expected worst-case partial match in random quadtries, Instability, complexity, and evolution, Modified log-Sobolev inequalities, Beckner inequalities and moment estimates, Concentration inequalities for suprema of unbounded empirical processes, Laws of the iterated logarithm for censored data, Generalization performance of graph-based semi-supervised classification, Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection, Functional linear regression with Huber loss, A Bennett concentration inequality and its application to suprema of empirical processes, Left concentration inequalities for empirical processes, Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates, Stability of martingale optimal transport and weak optimal transport, Laws of large numbers and tail inequalities for random tries and PATRICIA trees