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Related papers: A note on concentration of submodular functions

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We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct…

Probability · Mathematics 2021-03-02 Dimitrios Katselis , Xiaotian Xie , Carolyn L. Beck , R. Srikant

Real continuous submodular functions, as a generalization of the corresponding discrete notion to the continuous domain, gained considerable attention recently. The analog notion for entropy functions requires additional properties: a real…

Optimization and Control · Mathematics 2021-02-12 Laszlo Csirmaz

We derive novel concentration inequalities that bound the statistical error for a large class of stochastic optimization problems, focusing on the case of unbounded objective functions. Our derivations utilize the following key tools: 1) A…

Machine Learning · Statistics 2026-01-01 Jeremiah Birrell

For any nonnegative Borel-measurable function f such that f(x)=0 if and only if x=0, the best constant c_f in the inequality E f(X-E X) \leq c_f E f(X) for all random variables X with a finite mean is obtained. Properties of the constant…

Probability · Mathematics 2017-01-17 Iosif Pinelis

Building on the inequalities for homogeneous tetrahedral polynomials in independent Gaussian variables due to R. Lata{\l}a we provide a concentration inequality for non-necessarily Lipschitz functions $f\colon \R^n \to \R$ with bounded…

Probability · Mathematics 2013-04-09 Radosław Adamczak , Paweł Wolff

In this paper, we consider a concentration of measure problem on Riemannian manifolds with boundary. We study concentration phenomena of non-negative $1$-Lipschitz functions with Dirichlet boundary condition around zero, which is called…

Metric Geometry · Mathematics 2018-08-17 Yohei Sakurai

Concentration inequalities quantify the deviation of a random variable from a fixed value. In spite of numerous applications, such as opinion surveys or ecological counting procedures, few concentration results are known for the setting of…

Statistics Theory · Mathematics 2015-07-28 Rémi Bardenet , Odalric-Ambrym Maillard

We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a…

Probability · Mathematics 2020-05-15 Friedrich Götze , Holger Sambale , Arthur Sinulis

The paper focuses on general properties of parametric minimum contrast estimators. The quality of estimation is measured in terms of the rate function related to the contrast, thus allowing to derive exponential risk bounds invariant with…

Statistics Theory · Mathematics 2009-01-07 Yuri Golubev , Vladimir Spokoiny

We study various generalizations of concentration of measure on the unit sphere, in particular by means of log-Sobolev inequalities. First, we show Sudakov-type concentration results and local semicircular laws for weighted random matrices.…

Probability · Mathematics 2024-08-09 Friedrich Götze , Holger Sambale

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

Probability · Mathematics 2016-08-11 V. Yu. Korolev , A. V. Dorofeeva

Two-sided bounds are explored for concentration functions and R\'enyi entropies in the class of discrete log-concave probability distributions. They are used to derive certain variants of the entropy power inequalities.

Probability · Mathematics 2021-04-27 Sergey G. Bobkov , Arnaud Marsiglietti , James Melbourne

It is well-known that measures whose density is the form $e^{-V}$ where $V$ is a uniformly convex potential on $\RR^n$ attain strong concentration properties. In search of a notion of log-concavity on the discrete hypercube, we consider…

Probability · Mathematics 2020-07-28 Ronen Eldan , Omer Shamir

Let $N$ be a finite set of cardinality $n$, and $a\in N$. A submodular function $f$ on $N$ with $f(a)=1$ is defined to be $a$-reduced if, for any decomposition $f=g+h$ into submodular functions where $h$ does not depend on $a$, it follows…

Combinatorics · Mathematics 2026-04-28 Laszlo Csirmaz

Li and Hu recently established variance-type O(1/n) bounds for the sample mean of independent random vectors under sublinear expectations. We extend their results to the exponential concentration regime. For bounded, independent R^d-valued…

Statistics Theory · Mathematics 2026-02-26 Nahom Seyoum

We survey recent results related to the concentration of eigenfunctions. We also prove some new results concerning ball-concentration, as well as showing that eigenfunctions saturating lower bounds for $L^1$-norms must also, in a measure…

Analysis of PDEs · Mathematics 2015-10-28 Christopher D. Sogge

We consider directed random polymers in $(d+1)$ dimensions with nearly gamma i.i.d. disorder. We study the partition function $Z_{N,\omega}$ and establish exponential concentration of $\log Z_{N,\omega}$ about its mean on the subgaussian…

Probability · Mathematics 2013-03-26 Kenneth S. Alexander , Nikos Zygouras

Submodular continuous functions are a category of (generally) non-convex/non-concave functions with a wide spectrum of applications. We characterize these functions and demonstrate that they can be maximized efficiently with approximation…

Machine Learning · Computer Science 2019-05-07 Andrew An Bian , Baharan Mirzasoleiman , Joachim M. Buhmann , Andreas Krause

This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…

Information Theory · Computer Science 2018-12-11 Igal Sason

We study the complexity of learning and approximation of self-bounding functions over the uniform distribution on the Boolean hypercube ${0,1}^n$. Informally, a function $f:{0,1}^n \rightarrow \mathbb{R}$ is self-bounding if for every $x…

Machine Learning · Computer Science 2019-06-04 Vitaly Feldman , Pravesh Kothari , Jan Vondrák