An extension of McDiarmid's inequality
Machine Learning
2024-05-03 v4 Probability
Statistics Theory
Statistics Theory
Abstract
We generalize McDiarmid's inequality for functions with bounded differences on a high probability set, using an extension argument. Those functions concentrate around their conditional expectations. We further extend the results to concentration in general metric spaces.
Keywords
Cite
@article{arxiv.1511.05240,
title = {An extension of McDiarmid's inequality},
author = {Richard Combes},
journal= {arXiv preprint arXiv:1511.05240},
year = {2024}
}
Comments
14 pages