Related papers: Bernstein-type and Bennett-type inequalities for u…
For the sequence of multi-indexes $\{\alpha_i\}_{i=1}^{m}$ and $\beta$ we study the inequality \[ \|D^{\beta} f\|_{L_1(\mathbb{T}^d)}\leq K_N \sum_{j= 1}^{m} \|D^{\alpha_j}f\|_{L_1(\mathbb{T}^d)}, \] where $f$ is a trigonometric polynomial…
(This is the third version of a working paper.) We develop a family of self-normalized concentration inequalities for marginal mean under martingale-difference structure and $\phi/\tilde{\phi}$-mixing conditions, where the latter includes…
Bernstein polynomials, long a staple of approximation theory and computational geometry, have also increasingly become of interest in finite element methods. Many fundamental problems in interpolation and approximation give rise to…
Li and Hu recently established variance-type O(1/n) bounds for the sample mean of independent random vectors under sublinear expectations. We extend their results to the exponential concentration regime. For bounded, independent R^d-valued…
In this paper, we investigate the wavelet coefficients for function spaces $\mathcal{A}_k^p=\{f: \|(i \omega)^k\hat{f}(\omega)\|_p\leq 1\}, k\in N, p\in(1,\infty)$ using an important quantity $C_{k,p}(\psi)$. In particular, Bernstein type…
We prove in this article the generalizations on the exponential Orlicz spaces Markov's - Bernstein's inequalities for algebraic polynomials and rational functions.
In this note, we improve some concentration inequalities for martingales with bounded increments. These results recover the missing factor in Freedman-style inequalities and are near optimal. We also provide minor refinements of…
This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…
Learning from non-independent and non-identically distributed data poses a persistent challenge in statistical learning. In this study, we introduce data-dependent Bernstein inequalities tailored for vector-valued processes in Hilbert…
We study the Wasserstein distance of order 1 between the empirical distribution and the marginal distribution of stationary $\alpha$-dependent sequences. We prove some moments inequalities of order p for any p $\ge$ 1, and we give some…
An upper bound for the Wasserstein distance is provided in the general framework of the Wiener-Poisson space. Is obtained from this bound a second order Poincar\'e-type inequality which is useful in terms of computations. For completeness…
In this work we provide performance guarantees for hypocoercive non-reversible MCMC samplers $X_t$ with invariant measure $\mu_*$; our results apply in particular to the Langevin equation, Hamiltonian Monte-Carlo, and the bouncy particle…
Concentration inequalities are fundamental tools in probabilistic combinatorics and theoretical computer science for proving that random functions are near their means. Of particular importance is the case where f(X) is a function of…
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 establish sharp inequalities involving the incomplete Beta and Gamma functions. These inequalities arise in the approximation of generalized Bernstein functions by higher order Thorin-Bernstein functions. Furthermore, new properties of a…
The major contributions of this paper lie in two aspects. Firstly, we focus on deriving Bernstein-type inequalities for both geometric and algebraic irregularly-spaced NED random fields, which contain time series as special case.…
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…
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…
We prove semi-empirical concentration inequalities for random variables which are given as possibly nonlinear functions of independent random variables. These inequalities describe concentration of random variable in terms of the…
We give concentration inequalities in Wasserstein distance for the empirical measure of a sequence of independent and identically distributed random variables with values in a Polish space E. These inequalities involve the covering…