Time-uniform self-normalized concentration for vector-valued processes
From MaRDI portal
Cites work
- Bandit algorithms
- Concentration inequalities. A nonasymptotic theory of independence
- Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes
- Expansion properties of random Cayley graphs and vertex transitive graphs via matrix martingales
- Exponential inequalities for martingales with applications
- Exponential inequalities for self-normalized martingales with applications
- Freedman's inequality for matrix martingales
- High-dimensional statistics. A non-asymptotic viewpoint
- scientific article; zbMATH DE number 434654 (Why is no real title available?)
- scientific article; zbMATH DE number 1064643 (Why is no real title available?)
- scientific article; zbMATH DE number 1380425 (Why is no real title available?)
- scientific article; zbMATH DE number 3034028 (Why is no real title available?)
- ITERATED LOGARITHM INEQUALITIES
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Martingale methods for sequential estimation of convex functionals and divergences
- Moving beyond sub-Gaussianity in high-dimensional statistics: applications in covariance estimation and linear regression
- New insights on concentration inequalities for self-normalized martingales
- On least squares estimation under heteroscedastic and heavy-tailed errors
- On tail probabilities for martingales
- On the complexity of best-arm identification in multi-armed bandit models
- Optimum bounds for the distributions of martingales in Banach spaces
- Probability
- Probability Inequalities for Sums of Bounded Random Variables
- Probability Inequalities for the Sum of Independent Random Variables
- Pseudo-maximization and self-normalized processes
- Regularity Properties of Certain Families of Chance Variables
- Self-Normalization for Time Series: A Review of Recent Developments
- Self-Normalized Processes
- Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.
- SOME FURTHER REMARKS ON INEQUALITIES FOR SAMPLE SUMS
- Streaming kernel regression with provably adaptive mean, variance, and regularization
- Strong converse for identification via quantum channels
- Structural Laplace Transform and Compound Autoregressive Models
- Theoretical statistics. Topics for a core course
- Theory and applications of multivariate self-normalized processes
- Time-uniform Chernoff bounds via nonnegative supermartingales
- Time-uniform, nonparametric, nonasymptotic confidence sequences
- User-friendly tail bounds for sums of random matrices
- Weighted sums of certain dependent random variables
This page was built for publication: Time-uniform self-normalized concentration for vector-valued processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7304640)