A Bernstein Inequality For Exponentially Growing Graphs
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Publication:6281971
DOI10.1080/03610926.2017.1386317arXiv1701.04188MaRDI QIDQ6281971FDOQ6281971
Authors: Johannes T. N. Krebs
Publication date: 16 January 2017
Abstract: In this article we present a Bernstein inequality for sums of random variables which are defined on a graphical network whose nodes grow at an exponential rate. The inequality can be used to derive concentration inequalities in highly-connected networks. It can be useful to obtain consistency properties for nonparametric estimators of conditional expectation functions which are derived from such networks.
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10)
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