Related papers: Halving the bounds for the Markov, Chebyshev, and …

Chernoff bounds are a powerful application of the Markov inequality to produce strong bounds on the tails of probability distributions. They are often used to bound the tail probabilities of sums of Poisson trials, or in regression to…

Chebyshev's inequality provides an upper bound on the tail probability of a random variable based on its mean and variance. While tight, the inequality has been criticized for only being attained by pathological distributions that abuse the…

We present simple randomized and exchangeable improvements of Markov's inequality, as well as Chebyshev's inequality and Chernoff bounds. Our variants are never worse and typically strictly more powerful than the original inequalities. The…

We derive sharp probability bounds on the tails of a product of symmetric non-negative random variables using only information about their first two moments. If the covariance matrix of the random variables is known exactly, these bounds…

Computing the probability of evidence even with known error bounds is NP-hard. In this paper we address this hard problem by settling on an easier problem. We propose an approximation which provides high confidence lower bounds on…

The idea of the restricted mean has been used to establish a significantly improved version of Markov's inequality that does not require any new assumptions. The result immediately extends on Chebyshev's inequalities and Chernoff's bound.…

This paper describes the construction of a lower bound for the tails of general random variables, using solely knowledge of their moment generating function. The tilting procedure used allows for the construction of lower bounds that are…

In this work, we apply the concept about operator connection to consider bivariate random tensor means. We first extend classical Markov and Chebyshev inequalities from a random variable to a random tensor by establishing Markov inequality…

This paper addresses the advancement of probability tail bound analysis, a crucial statistical tool for assessing the probability of large deviations of random variables from their expected values. Traditional tail bounds, such as Markov's,…

We begin the study of how to extend few variable means to several variable ones and how to shrink means of several variables to less variables. With the help of one of the techniques we show that it is enough to check an inequality between…

The Chernoff bound is an important inequality relation in probability theory. The original version of the Chernoff bound is to give an exponential decreasing bound on the tail distribution of sums of independent random variables. Recent…

In this paper, we develop a general approach for probabilistic estimation and optimization. An explicit formula and a computational approach are established for controlling the reliability of probabilistic estimation based on a mixed…

Many management decisions involve accumulated random realizations for which only the first and second moments of their distribution are available. The sharp Chebyshev-type bound for the tail probability and Scarf bound for the expected loss…

A variant of the well-known Chebyshev inequality for scalar random variables can be formulated in the case where the mean and variance are estimated from samples. In this paper we present a generalization of this result to multiple…

Recent research has made significant progress on the problem of bounding log partition functions for exponential family graphical models. Such bounds have associated dual parameters that are often used as heuristic estimates of the marginal…

The approach used by Kalashnikov and Tsitsiashvili for constructing upper bounds for the tail distribution of a geometric sum with subexponential summands is reconsidered. By expressing the problem in a more probabilistic light, several…

The Chernoff bound is one of the most widely used tools in theoretical computer science. It's rare to find a randomized algorithm that doesn't employ a Chernoff bound in its analysis. The standard proofs of Chernoff bounds are beautiful but…

This chapter collects several probabilistic tools that proved to be useful in the analysis of randomized search heuristics. This includes classic material like Markov, Chebyshev and Chernoff inequalities, but also lesser known topics like…

In probability theory, the Chernoff bound gives exponentially decreasing bounds on tail distributions for sums of independent random variables and such bound is applied at different fields in science and engineering. In this work, we…

When dealing with modern big data sets, a very common theme is reducing the set through a random process. These generally work by making "many simple estimates" of the full data set, and then judging them as a whole. Perhaps magically,…