Related papers: Operation with Concentration Inequalities

This paper provides a framework to show the concentration of solutions $Y^*$ to convex minimizing problem where the objective function $\phi(X)(Y)$ depends on some random vector $X$ satisfying concentration of measure hypotheses. More…

We establish concentration inequalities for Lipschitz functions of dependent random variables, whose dependencies are specified by forests. We also give concentration results for decomposable functions, improving Janson's Hoeffding-type…

This work develops a functional-analytic framework based on the transfinite iteration of a self-adjoint operator. Beginning with a densely defined self-adjoint operator $A$ on a Hilbert space $H$, a spectral-transform functor $\Phi$ is…

Let $\phi:X\to \mathbb R$ be a continuous potential associated with a symbolic dynamical system $T:X\to X$ over a finite alphabet. Introducing a parameter $\beta>0$ (interpreted as the inverse temperature) we study the regularity of the…

Ferguson's Dirichlet process plays an important role in nonparametric Bayesian inference. Let $P_a$ be the Dirichlet process in $\mathbb{R}$ with a base probability measure $H$ and a concentration parameter $a>0.$ In this paper, we show…

We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct…

We revisit and improve joint concavity/convexity and monotonicity properties of quasi-entropies due to Petz in a new fashion. Then we characterize equality cases in the monotonicity inequalities (the data-processing inequalities) of…

Let $\mathcal{W}_{\beta}^\delta(\alpha,\gamma)$ be the class of normalized analytic functions $f$ defined in the domain $|z|<1$ satisfying \begin{align*} {\rm Re\,}…

Normalizing flows model probability distributions by learning invertible transformations that transfer a simple distribution into complex distributions. Since the architecture of ResNet-based normalizing flows is more flexible than that of…

We study conditions so that the determinantal point process $\Lambda_\phi$ associated to a generalized Fock space defined by a doubling subharmonic weight $\phi$ is almost surely a separated sequence in $\mathbb C$. Under a natural…

In connection with the optimization problem $$\inf_{x\in argmin \Psi}\{\Phi(x)+\Theta(x)\},$$ where $\Phi$ is a proper, convex and lower semicontinuous function and $\Theta$ and $\Psi$ are convex and smooth functions defined on a real…

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…

Let $\mathcal{F}$ be a class of measurable functions on a measurable space $(S,\mathcal{S})$ with values in $[0,1]$ and let \[P_n=n^{-1}\sum_{i=1}^n\delta_{X_i}\] be the empirical measure based on an i.i.d. sample $(X_1,...,X_n)$ from a…

We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…

We present precise multilevel exponential concentration inequalities for polynomials in Ising models satisfying the Dobrushin condition. The estimates have the same form as two-sided tail estimates for polynomials in Gaussian variables due…

Let $W_{\beta}(\alpha,\gamma)$, $\beta<1$, denote the class of all normalized analytic functions $f$ in the unit disc ${\mathbb{D}}=\{z\in {\mathbb{C}}: |z|<1\}$ such that \begin{align*} {\rm Re\,}…

The Beta Rank Function (BRF) $x(u) =A(1-u)^b/u^a$, where $u$ is the normalized and continuous rank of an observation $x$, has wide applications in fitting real-world data from social science to biological phenomena. The underlying…

We give two results on the Lerch zeta function $\Phi(z,\,s,\,w)$. The first is to give an explicit expression providing both the analytic continuation of $\Phi$ in $n$-variables $(n \in \{1,\,2,\,3\})$ to maximal domains of holomorphy in…

Suppose $\alpha, \beta$ are Lipschitz strongly concave functions from $[0, 1]$ to $\mathbb{R}$ and $\gamma$ is a concave function from $[0, 1]$ to $\mathbb{R}$, such that $\alpha(0) = \gamma(0) = 0$, and $\alpha(1) = \beta(0) = 0$ and…

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…