Related papers: Fano's inequality for random variables

Let $\left\{ S_{n},n\geq 0\right\} $ be a random walk whose increment distribution belongs without centering to the domain of attraction of an $% \alpha $-stable law, i.e., there are some scaling constants $a_{n}$ such that the sequence…

The main purpose of this paper is to establish a noncommutative analogue of the Efron--Stein inequality, which bounds the variance of a general function of some independent random variables. Moreover, we state an operator version including…

We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…

We prove semi-empirical concentration inequalities for random variables which are given as possibly nonlinear functions of independent random variables. These inequalities describe concentration of random variable in terms of the…

This paper extends classical probabilistic results to the broader class of demimartingales and demisubmartingales. We establish variants of Doob's-type optional sampling theorem under minimal structural conditions on stopping times, relying…

Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…

In Bayesian statistics, improper distributions and finitely additive probabilities (FAPs) are the two main alternatives to proper distributions, i.e. countably additive probabilities. Both of them can be seen as limits of proper…

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…

In this paper we provide a probabilistic representation of Lagrange's identity which we use to obtain Papathanasiou-type variance expansions of arbitrary order. Our expansions lead to generalized sequences of weights which depend on an…

We prove extensions of classical concentration inequalities for random variables which have $\alpha$-subexponential tail decay for any $\alpha \in (0,2]$. This includes Hanson--Wright type and convex concentration inequalities. We also…

We investigate Fano schemes of conditionally generic intersections, i.e. of hypersurfaces in projective space chosen generically up to additional conditions. Via a correspondence between generic properties of algebraic varieties and events…

This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

Given an observed random variable, consider the problem of recovering its distribution among a family of candidate ones. The two-point inequality, Fano's lemma and more recently an inequality due to Venkataramanan and Johnson (2018) allow…

Using coupling techniques based on Stein's method for probability approximation, we revisit classical variance bounding inequalities of Chernoff, Cacoullos, Chen and Klaassen. Taking advantage of modern coupling techniques allows us to…

We consider the problem of choosing design parameters to minimize the probability of an undesired rare event that is described through the average of $n$ iid random variables. Since the probability of interest for near optimal design…

The processes of the averaged regression quantiles and of their modifications provide useful tools in the regression models when the covariates are not fully under our control. As an application we mention the probabilistic risk assessment…

In this paper we extend the work of Owen (2007) by deriving a second order expansion for the slope parameter in logistic regression, when the size of the majority class is unbounded and the minority class is finite. More precisely, we…

We derive new upper and lower bounds for probabilities that $r$ or at least $r$ from $n$ events occur. These bounds can turn to equalities. The method is discussed as well. It works for measurable space and measures with sign, too. We also…

Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…