Concentration Inequalities

Concentration Inequalities
Author: Stéphane Boucheron
Publisher: Oxford University Press
Total Pages: 492
Release: 2013-02-07
Genre: Mathematics
ISBN: 0199535256

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Describes the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities to transportation arguments to information theory. Applications to the study of empirical processes, random projections, random matrix theory, and threshold phenomena are also presented.


Concentration Inequalities
Language: en
Pages: 492
Authors: Stéphane Boucheron
Categories: Mathematics
Type: BOOK - Published: 2013-02-07 - Publisher: Oxford University Press

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Describes the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities to transportation argumen
Concentration Inequalities for Sums and Martingales
Language: en
Pages: 120
Authors: Bernard Bercu
Categories: Mathematics
Type: BOOK - Published: 2015-09-29 - Publisher: Springer

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The purpose of this book is to provide an overview of historical and recent results on concentration inequalities for sums of independent random variables and f
Concentration Inequalities and Model Selection
Language: en
Pages: 346
Authors: Pascal Massart
Categories: Mathematics
Type: BOOK - Published: 2007-04-26 - Publisher: Springer

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Concentration inequalities have been recognized as fundamental tools in several domains such as geometry of Banach spaces or random combinatorics. They also tur
An Introduction to Matrix Concentration Inequalities
Language: en
Pages: 256
Authors: Joel Tropp
Categories: Computers
Type: BOOK - Published: 2015-05-27 - Publisher:

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Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. It is therefore desirable to have tools for studying rando
Concentration of Measure Inequalities in Information Theory, Communications, and Coding
Language: en
Pages: 256
Authors: Maxim Raginsky
Categories: Computers
Type: BOOK - Published: 2014 - Publisher:

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Concentration of Measure Inequalities in Information Theory, Communications, and Coding focuses on some of the key modern mathematical tools that are used for t