A note on Talagrand's convex hull concentration inequality
Probability
2007-05-23 v1 Combinatorics
Abstract
The paper reexamines an argument by Talagrand that leads to a remarkable exponential tail bound for the concentration of probability near a set. The main novelty is the replacement of a mysterious Calculus inequality by an application of Jensen's inequality.
Cite
@article{arxiv.math/0611770,
title = {A note on Talagrand's convex hull concentration inequality},
author = {David Pollard},
journal= {arXiv preprint arXiv:math/0611770},
year = {2007}
}
Comments
To appear in Festschrift for Piet Groeneboom