Related papers: Some Hoeffding- and Bernstein-type Concentration I…

We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…

The well-known Bennett-Hoeffding bound for sums of independent random variables is refined, by taking into account truncated third moments, and at that also improved by using, instead of the class of all increasing exponential functions,…

A Bernstein-type exponential inequality for (generalized) canonical U-statistics of order 2 is obtained and the Rosenthal and Hoffmann-J{\o}rgensen inequalities for sums of independent random variables are extended to (generalized)…

Consider the standard nonparametric regression model and take as estimator the penalized least squares function. In this article, we study the trade-off between closeness to the true function and complexity penalization of the estimator,…

This paper presents compact notations for concentration inequalities and convenient results to streamline probabilistic analysis. The new expressions describe the typical sizes and tails of random variables, allowing for simple operations…

In this article we present a Bernstein inequality for sums of random variables which are defined on a spatial lattice structure. The inequality can be used to derive concentration inequalities. It can be useful to obtain consistency…

We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…

For a wide class of monotonic functions $f$, we develop a Chernoff-style concentration inequality for quadratic forms $Q_f \sim \sum\limits_{i=1}^n f(\eta_i) (Z_i + \delta_i)^2$, where $Z_i \sim N(0,1)$. The inequality is expressed in terms…

We obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}^N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$.

We present Rosenthal-type moment inequalities for matrix-valued U-statistics of order 2. As a corollary, we obtain new matrix concentration inequalities for U-statistics. One of our main technical tools, a version of the non-commutative…

We study concentration phenomena of eigenfunctions of the Laplacian on closed Riemannian manifolds. We prove that the volume measure of a closed manifold concentrates around nodal sets of eigenfunctions exponentially. Applying the method of…

While effective concentration inequalities for suprema of empirical processes exist under boundedness or strict tail assumptions, no comparable results have been available under considerably weaker assumptions. In this paper, we derive…

We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…

We investigate subclasses of generalized Bernstein functions related to complete Bernstein and Thorin-Bernstein functions. Representations in terms of incomplete beta and gamma as well as hypergeometric functions are presented. Several…

We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration…

The paper is devoted to establishing some general exponential inequalities for supermartingales. The inequalities improve or generalize many exponential inequalities of Bennett, Freedman, de la Pe\~{n}a, Pinelis and van de Geer. Moreover,…

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 consider a compact Riemannian manifold with boundary with a certain class of critical singular Riemannian metrics that are singular at the boundary. The corresponding Laplace-Beltrami operator can be seen as a Grushin-type operator plus…

A suitable notion of hypercontractivity for a nonlinear semigroup $\{T_t\}$ is shown to imply Gagliardo--Nirenberg inequalities for its generator $H$, provided a subhomogeneity property holds for the energy functional $(u,Hu)$. We use this…

In this paper we study the regularity of paths in terms of properties of admissible nets. We show the right concentration inequality above the modulus of continuity. Using the approach we prove the Bernstein type inequality for the…