Related papers: On the method of typical bounded differences
Variational inequalities play a key role in machine learning research, such as generative adversarial networks, reinforcement learning, adversarial training, and generative models. This paper is devoted to the constrained variational…
In many contemporary statistical and machine learning methods, one needs to optimize an objective function that depends on the discrepancy between two probability distributions. The discrepancy can be referred to as a metric for…
We prove exponential concentration estimates and a strong law of large numbers for a particle system that is the simplest representative of a general class of models for 2D grain boundary coarsening. The system consists of $n$ particles in…
The aim of this paper is to establish Hoeffding and Bernstein type concentration inequalities for weighted sums of exchangeable random variables. A special case is the i.i.d. setting, where random variables are sampled independently from…
We study a tight Bennett-type concentration inequality for sums of heterogeneous and independent variables, defined as a one-dimensional minimization. We show that this refinement, which outperforms the standard known bounds, remains…
We study sums of locally dependent scores associated with general marked (i.e., labeled) Euclidean point processes. We introduce geometric mixing conditions on the underlying point process and a Lipschitz-"localization" condition on the…
In this paper, we present a refined approach to establish a global Lipschitz stability for an inverse source problem concerning the determination of forcing terms in the wave equation with mixed boundary conditions. It consists of boundary…
We obtain a Bernstein type Gaussian concentration inequality for martingales. Our inequality improves the Azuma-Hoeffding inequality for moderate deviations $x$. Following the work of McDiarmid (1989), Talagrand (1996) and Boucheron, Lugosi…
We present a new and simple approach to concentration inequalities for functions around their expectation with respect to non-product measures, i.e., for dependent random variables. Our method is based on coupling ideas and does not use…
Discrimination in machine learning often arises along multiple dimensions (a.k.a. protected attributes); it is then desirable to ensure \emph{intersectional fairness} -- i.e., that no subgroup is discriminated against. It is known that…
We slightly modify the proof of Hanson-Wright inequality (HWI) for concentration of Gaussian quadratic chaos where we tighten the bound by increasing the absolute constant in its formulation from the largest known value of 0.125 to at least…
Analyzing probabilistic programs and randomized algorithms are classical problems in computer science. The first basic problem in the analysis of stochastic processes is to consider the expectation or mean, and another basic problem is to…
We prove several different anti-concentration inequalities for functions of independent Bernoulli-distributed random variables. First, motivated by a conjecture of Alon, Hefetz, Krivelevich and Tyomkyn, we prove some "Poisson-type"…
We consider two examples for a well-known method for obtaining concentration of measure (COM) bounds for a given observable in a given measure. The method is to consider an auxiliary Markov chain for which the invariant distribution is the…
We are interested in the identification of a Generalized Impedance Boundary Condition from the far--fields created by one or several incident plane waves at a fixed frequency. We focus on the particular case where this boundary condition is…
Error bounds are central objects in optimization theory and its applications. They were for a long time restricted only to the theory before becoming over the course of time a field of itself. This paper is devoted to the study of error…
Let $X,X_1,...,X_n$ be independent identically distributed random variables. In this paper we study the behavior of the concentration functions of the weighted sums $\sum\limits_{k=1}^{n}a_k X_k$ with respect to the arithmetic structure of…
We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…
Given a finite set $S$, i.i.d. random weights $\{X_i\}_{i\in S}$, and a family of subsets $\mathcal{F}\subseteq 2^S$, we consider the minimum weight of an $F\in \mathcal{F}$: \[ M(\mathcal{F}):= \min_{F\in \mathcal{F}} \sum_{i\in F}X_i. \]…
We study the concentration of random kernel matrices around their mean. We derive nonasymptotic exponential concentration inequalities for Lipschitz kernels assuming that the data points are independent draws from a class of multivariate…