The following pages link to Concentration Inequalities (Q2809288):
Displaying 50 items.
- Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
- From Steiner formulas for cones to concentration of intrinsic volumes (Q741611) (← links)
- Sublinear variance in first-passage percolation for general distributions (Q748443) (← links)
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles (Q825324) (← links)
- The dimension-free structure of nonhomogeneous random matrices (Q1628412) (← links)
- Stochastic heavy ball (Q1697485) (← links)
- Localization of directed polymers with general reference walk (Q1748934) (← links)
- Linear extensions and comparable pairs in partial orders (Q1789051) (← links)
- Optimal quantitative estimates in stochastic homogenization for elliptic equations in nondivergence form (Q2014382) (← links)
- Safe adaptive importance sampling: a mixture approach (Q2039792) (← links)
- Time-uniform, nonparametric, nonasymptotic confidence sequences (Q2039804) (← links)
- Detecting a planted community in an inhomogeneous random graph (Q2040057) (← links)
- From Poincaré inequalities to nonlinear matrix concentration (Q2040088) (← links)
- Nearly optimal robust mean estimation via empirical characteristic function (Q2040110) (← links)
- Relative utility bounds for empirically optimal portfolios (Q2040434) (← links)
- Tests and estimation strategies associated to some loss functions (Q2041653) (← links)
- Concentration inequalities for bounded functionals via log-Sobolev-type inequalities (Q2042053) (← links)
- Essential components in vector spaces over finite fields (Q2043673) (← links)
- Clustering of measures via mean measure quantization (Q2044371) (← links)
- Second-order Stein: SURE for SURE and other applications in high-dimensional inference (Q2054467) (← links)
- Robust \(k\)-means clustering for distributions with two moments (Q2054489) (← links)
- On the power of multiple anonymous messages: frequency estimation and selection in the shuffle model of differential privacy (Q2056803) (← links)
- Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence (Q2067681) (← links)
- Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence (Q2073208) (← links)
- Random polynomials: central limit theorems for the real roots (Q2073274) (← links)
- Adaptive regression with Brownian path covariate (Q2077331) (← links)
- Hamilton-Jacobi equations for nonsymmetric matrix inference (Q2083257) (← links)
- On Monte-Carlo methods in convex stochastic optimization (Q2083277) (← links)
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
- Cutoff for the asymmetric riffle shuffle (Q2087390) (← links)
- Assessing dynamic covariate effects with survival data (Q2087754) (← links)
- On a game of chance in Marc Elsberg's thriller ``GREED'' (Q2088187) (← links)
- Limit theorems for distributions invariant under groups of transformations (Q2091824) (← links)
- Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (Q2091833) (← links)
- Generalized resilience and robust statistics (Q2091838) (← links)
- On the robustness of minimum norm interpolators and regularized empirical risk minimizers (Q2091842) (← links)
- Consistency of invariance-based randomization tests (Q2091850) (← links)
- Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045) (← links)
- Long time dynamics for interacting oscillators on graphs (Q2117446) (← links)
- Broadcasting on random recursive trees (Q2117452) (← links)
- Sparse PSD approximation of the PSD cone (Q2118107) (← links)
- Minimax optimality of permutation tests (Q2119226) (← links)
- On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) (← links)
- High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints (Q2119233) (← links)
- Robust sub-Gaussian estimation of a mean vector in nearly linear time (Q2119240) (← links)
- Choquet random sup-measures with aggregations (Q2121640) (← links)
- Hypercontractivity and lower deviation estimates in normed spaces (Q2129696) (← links)
- Singularity of sparse Bernoulli matrices (Q2130504) (← links)
- Test for uniformity of exchangeable random variables on the circle (Q2132013) (← links)
