Concentration Inequalities

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Authors

Stéphane Boucheron · Université Paris-Sud

Abstract

Concentration inequalities deal with deviations of functions of independent random variables from their expectation.In the last decade new tools have been introduced making it possible to establish simple and powerful inequalities.These inequalities are at the heart of the mathematical analysis of various problems in machine learning and made it possible to derive new efficient algorithms.This text attempts to summarize some of the basic tools.

Topics & Keywords

Random Matrices and Applications Gaussian Processes and Bayesian Inference Mathematical Approximation and Integration

UN Sustainable Development Goals

Reduced inequalities

Publication Details

Published in: Oxford University Press eBooks

DOI: 10.1093/acprof:oso/9780199535255.001.0001

Field-Weighted Citation Impact: 10.69