Related papers: Revisiting Concentration of Missing Mass
We give a simple inequality for the sum of independent bounded random variables. This inequality improves on the celebrated result of Hoeffding in a special case. It is optimal in the limit where the sum tends to a Poisson random variable.
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"…
One way to define the concentration of measure phenomenon is via Talagrand inequalities, also called transportation-information inequalities. That is, a comparison of the Wasserstein distance from the given measure to any other absolutely…
Revisiting the issue associated with Position-Dependent Mass (PDM), we reaffirm that the appropriate framework for addressing a generic PDM is the symmetrization proposed by BenDaniel and Duke. To accomplish this result adopts the effective…
We study the relative entropy between the empirical estimate of a discrete distribution and the true underlying distribution. If the minimum value of the probability mass function exceeds an $\alpha > 0$ (i.e. when the true underlying…
Inverse scattering problems have many important applications. In this paper, given limited aperture data, we propose a Bayesian method for the inverse acoustic scattering to reconstruct the shape of an obstacle. The inverse problem is…
In a somewhat forgotten paper [1] it was shown how to perform interpolations between relativistic and static computations in order to obtain results for heavy-light observables for masses from, say, $m_{\rm charm}$ to $m_{\rm bottom}$. All…
The paper establishes the new state-of-art in the accuracy analysis of Hutchinson's trace estimator. Leveraging tools that have not been previously used in this context, particularly hypercontractive inequalities and concentration…
This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequalities for martingales. The approach is entirely probabilistic…
We prove moment inequalities for a class of functionals of i.i.d. random fields. We then derive rates in the central limit theorem for weighted sums of such randoms fields via an approximation by $m$-dependent random fields.
The Simes inequality has received considerable attention recently because of its close connection to some important multiple hypothesis testing procedures. We revisit in this article an old result on this inequality to clarify and…
The theory behind compressive sampling pre-supposes that a given sequence of observations may be exactly represented by a linear combination of a small number of basis vectors. In practice, however, even small deviations from an exact…
Concentration results and probabilistic analysis for combinatorial problems like the TSP, MWST, graph coloring have received much attention, but generally, for i.i.d. samples (i.i.d. points in the unit square for the TSP, for example).…
We revisit the method of mixture technique, also known as the Laplace method, to study the concentration phenomenon in generic exponential families. Combining the properties of Bregman divergence associated with log-partition function of…
We prove concentration inequalities of the form $P(Y \ge t) \le \exp(-B(t))$ for a random variable $Y$ with mean zero and variance $\sigma^2$ using a coupling technique from Stein's method that is so-called approximate zero bias couplings.…
In this note we prove a new symmetrization result, in the form of mass concentration comparison, for solutions of nonlocal nonlinear Dirichlet problems involving fractional p Laplacians. Some regularity estimates of solutions will be…
In this short note we derive concentration inequalities for the empirical absolute moments of square symmetric matrices with independent symmetrically distributed +/-1 entries. Most of the previous results of this type are limited to…
We provide a brief tutorial on the use of concentration inequalities as they apply to system identification of state-space parameters of linear time invariant systems, with a focus on the fully observed setting. We draw upon tools from the…
The considered problem is uniform convergence of sequences of hypergeometric series. We give necessary and sufficient conditions for uniformly dominated convergence of infinite sums of proper bivariate hypergeometric terms. These conditions…
We develop concentration inequalities for the $l_\infty$ norm of vector linear processes with sub-Weibull, mixingale innovations. This inequality is used to obtain a concentration bound for the maximum entrywise norm of the lag-$h$…