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 for Sums and Martingales

Concentration Inequalities for Sums and Martingales
Author: Bernard Bercu
Publisher: Springer
Total Pages: 131
Release: 2015-09-29
Genre: Mathematics
ISBN: 3319220993

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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 for martingales. The first chapter is devoted to classical asymptotic results in probability such as the strong law of large numbers and the central limit theorem. Our goal is to show that it is really interesting to make use of concentration inequalities for sums and martingales. The second chapter deals with classical concentration inequalities for sums of independent random variables such as the famous Hoeffding, Bennett, Bernstein and Talagrand inequalities. Further results and improvements are also provided such as the missing factors in those inequalities. The third chapter concerns concentration inequalities for martingales such as Azuma-Hoeffding, Freedman and De la Pena inequalities. Several extensions are also provided. The fourth chapter is devoted to applications of concentration inequalities in probability and statistics.

Concentration Inequalities and Model Selection

Concentration Inequalities and Model Selection
Author: Pascal Massart
Publisher: Springer
Total Pages: 346
Release: 2007-04-26
Genre: Mathematics
ISBN: 3540485031

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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 turn to be essential tools to develop a non asymptotic theory in statistics. This volume provides an overview of a non asymptotic theory for model selection. It also discusses some selected applications to variable selection, change points detection and statistical learning.

An Introduction to Matrix Concentration Inequalities

An Introduction to Matrix Concentration Inequalities
Author: Joel Tropp
Publisher:
Total Pages: 256
Release: 2015-05-27
Genre: Computers
ISBN: 9781601988386

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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 random matrices that are flexible, easy to use, and powerful. Over the last fifteen years, researchers have developed a remarkable family of results, called matrix concentration inequalities, that achieve all of these goals. This monograph offers an invitation to the field of matrix concentration inequalities. It begins with some history of random matrix theory; it describes a flexible model for random matrices that is suitable for many problems; and it discusses the most important matrix concentration results. To demonstrate the value of these techniques, the presentation includes examples drawn from statistics, machine learning, optimization, combinatorics, algorithms, scientific computing, and beyond.

Concentration of Measure Inequalities in Information Theory, Communications, and Coding

Concentration of Measure Inequalities in Information Theory, Communications, and Coding
Author: Maxim Raginsky
Publisher:
Total Pages: 256
Release: 2014
Genre: Computers
ISBN: 9781601989062

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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 the derivation of concentration inequalities, on their links to information theory, and on their various applications to communications and coding.

Stochastic Inequalities and Applications

Stochastic Inequalities and Applications
Author: Evariste Giné
Publisher: Birkhäuser
Total Pages: 362
Release: 2012-12-06
Genre: Mathematics
ISBN: 3034880693

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Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.

The Concentration of Measure Phenomenon

The Concentration of Measure Phenomenon
Author: Michel Ledoux
Publisher: American Mathematical Soc.
Total Pages: 194
Release: 2001
Genre: Mathematics
ISBN: 0821837923

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The observation of the concentration of measure phenomenon is inspired by isoperimetric inequalities. This book offers the basic techniques and examples of the concentration of measure phenomenon. It presents concentration functions and inequalities, isoperimetric and functional examples, spectrum and topological applications and product measures.

High-Dimensional Probability

High-Dimensional Probability
Author: Roman Vershynin
Publisher: Cambridge University Press
Total Pages: 299
Release: 2018-09-27
Genre: Business & Economics
ISBN: 1108415199

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An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Concentration of Measure for the Analysis of Randomized Algorithms

Concentration of Measure for the Analysis of Randomized Algorithms
Author: Devdatt P. Dubhashi
Publisher: Cambridge University Press
Total Pages: 213
Release: 2009-06-15
Genre: Computers
ISBN: 1139480995

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Randomized algorithms have become a central part of the algorithms curriculum, based on their increasingly widespread use in modern applications. This book presents a coherent and unified treatment of probabilistic techniques for obtaining high probability estimates on the performance of randomized algorithms. It covers the basic toolkit from the Chernoff–Hoeffding bounds to more sophisticated techniques like martingales and isoperimetric inequalities, as well as some recent developments like Talagrand's inequality, transportation cost inequalities and log-Sobolev inequalities. Along the way, variations on the basic theme are examined, such as Chernoff–Hoeffding bounds in dependent settings. The authors emphasise comparative study of the different methods, highlighting respective strengths and weaknesses in concrete example applications. The exposition is tailored to discrete settings sufficient for the analysis of algorithms, avoiding unnecessary measure-theoretic details, thus making the book accessible to computer scientists as well as probabilists and discrete mathematicians.

Probabilistic Methods for Algorithmic Discrete Mathematics

Probabilistic Methods for Algorithmic Discrete Mathematics
Author: Michel Habib
Publisher: Springer Science & Business Media
Total Pages: 342
Release: 2013-03-14
Genre: Mathematics
ISBN: 3662127881

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Leave nothing to chance. This cliche embodies the common belief that ran domness has no place in carefully planned methodologies, every step should be spelled out, each i dotted and each t crossed. In discrete mathematics at least, nothing could be further from the truth. Introducing random choices into algorithms can improve their performance. The application of proba bilistic tools has led to the resolution of combinatorial problems which had resisted attack for decades. The chapters in this volume explore and celebrate this fact. Our intention was to bring together, for the first time, accessible discus sions of the disparate ways in which probabilistic ideas are enriching discrete mathematics. These discussions are aimed at mathematicians with a good combinatorial background but require only a passing acquaintance with the basic definitions in probability (e.g. expected value, conditional probability). A reader who already has a firm grasp on the area will be interested in the original research, novel syntheses, and discussions of ongoing developments scattered throughout the book. Some of the most convincing demonstrations of the power of these tech niques are randomized algorithms for estimating quantities which are hard to compute exactly. One example is the randomized algorithm of Dyer, Frieze and Kannan for estimating the volume of a polyhedron. To illustrate these techniques, we consider a simple related problem. Suppose S is some region of the unit square defined by a system of polynomial inequalities: Pi (x. y) ~ o.