Related papers: Concentration Inequalities for Ultra Log-Concave D…

In this work we derive multi-level concentration inequalities for polynomial functions in independent random variables with a $\alpha$-sub-exponential tail decay. A particularly interesting case is given by quadratic forms $f(X_1, \ldots,…

We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…

We obtain a new extension of Rogers-Shephard inequality providing an upper bound for the volume of the sum of two convex bodies $K$ and $L$. We also give lower bounds for the volume of the $k$-th limiting convolution body of two convex…

We consider square-integrable functionals of Poisson point processes for which the variance upper bound provided by the classical Poincar\'{e} inequality is suboptimal, a phenomenon known as superconcentration. In this paper, we establish a…

In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.

Concentration inequalities are indispensable tools for studying the generalization capacity of learning models. Hoeffding's and McDiarmid's inequalities are commonly used, giving bounds independent of the data distribution. Although this…

In this note, we derive an asymptotically sharp upper bound on the number of lattice points in terms of the volume of centrally symmetric convex bodies. Our main tool is a generalization of a result of Davenport that bounds the number of…

We introduce a nonasymptotic framework for sub-Poisson distributions with moment generating function dominated by that of a Poisson distribution. At its core is a new notion of optimal sub-Poisson variance proxy, analogous to the variance…

We derive sharp upper and lower bounds for the pointwise concentration function of the maximum statistic of $d$ identically distributed real-valued random variables. Our first main result places no restrictions either on the common marginal…

We prove logarithmic Sobolev inequalities and concentration results for convex functions and a class of product random vectors. The results are used to derive tail and moment inequalities for chaos variables (in spirit of Talagrand and…

We prove a sharp quantitative version of recent Faber-Krahn inequalities for the continuous Wavelet transforms associated to a certain family of Cauchy wavelet windows . Our results are uniform on the parameters of the family of Cauchy…

We derive novel anti-concentration bounds for the difference between the maximal values of two Gaussian random vectors across various settings. Our bounds are dimension-free, scaling with the dimension of the Gaussian vectors only through…

The aim of the present work is to provide a supplement to the authors' paper (2018). It is shown that our results on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the…

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

We show that the convex hull of a large i.i.d. sample from an absolutely continuous log-concave distribution approximates a predetermined convex body in the logarithmic Hausdorff distance and in the Banach-Mazur distance. For log-concave…

We study inequalities on the volume of Minkowski sum in the class of anti-blocking bodies. We prove analogues of Pl\"unnecke-Ruzsa type inequality and V. Milman inequality on the concavity of the ratio of volumes of bodies and their…

Several years ago the authors started looking at some problems of convex geometry from a more general point of view, replacing volume by an arbitrary measure. This approach led to new general properties of the Radon transform on convex…

We revisit the problem of sampling from a target distribution that has a smooth strongly log-concave density everywhere in $\mathbb R^p$. In this context, if no additional density information is available, the randomized midpoint…

We establish the log-concavity of the volume of central sections of dilations of the cross-polytope (the strong B-inequality for the cross-polytope and Lebesgue measure restricted to an arbitrary subspace).

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…