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Related papers: A survey of Chernoff and Hoeffding bounds

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We discuss five ways of proving Chernoff's bound and show how they lead to different extensions of the basic bound.

Discrete Mathematics · Computer Science 2019-05-03 Wolfgang Mulzer

The Chernoff bound is one of the most widely used tools in theoretical computer science. It's rare to find a randomized algorithm that doesn't employ a Chernoff bound in its analysis. The standard proofs of Chernoff bounds are beautiful but…

Data Structures and Algorithms · Computer Science 2026-02-10 William Kuszmaul

Chernoff bounds are a powerful application of the Markov inequality to produce strong bounds on the tails of probability distributions. They are often used to bound the tail probabilities of sums of Poisson trials, or in regression to…

Statistics Theory · Mathematics 2022-05-24 D. K. L. Shiu

This paper develops an optimal Chernoff type bound for the probabilities of large deviations of sums $\sum_{k=1}^n f (X_k)$ where $f$ is a real-valued function and $(X_k)_{k \in \mathbb{Z}_{\ge 0}}$ is a finite state Markov chain with an…

Probability · Mathematics 2019-12-24 Vrettos Moulos , Venkat Anantharam

An alternate form for the binomial tail is presented, which leads to a variety of bounds for the central tail. A few can be weakened into the corresponding Chernoff and Slud bounds, which not only demonstrates the quality of the presented…

Probability · Mathematics 2010-04-07 Matus Telgarsky

Chernoff's bound binds a tail probability (ie. $Pr(X \ge a)$, where $a \ge EX$). Assuming that the distribution of $X$ is $Q$, the logarithm of the bound is known to be equal to the value of relative entropy (or minus Kullback-Leibler…

Probability · Mathematics 2012-08-27 M. Grendar, , M. Grendar

This survey provides a description of the history and the state of the art of one of the most important fields in the qualitative theory of elliptic partial differential equations including the strong maximum principle, the boundary point…

Analysis of PDEs · Mathematics 2022-06-17 Darya E. Apushkinskaya , Alexander I. Nazarov

This paper develops sharp bounds on moments of sums of k-wise independent bounded random variables, under constrained average variance. The result closes the problem addressed in part in the previous works of Schmidt et al. and Bellare,…

Probability · Mathematics 2022-09-07 Maciej Skorski

This is mostly a survey paper, where we collect results concerning the spectral bounds of deterministic and random Schr\"odinger operators with complex potentials, both on \(\mathbb{R}^d\) and on compact manifolds. The survey part is…

Spectral Theory · Mathematics 2026-05-19 Eduard Stefanescu

In this paper we present some bounds of Hausdorff measures of objects definable in o-minimal structures: sets, fibers of maps, inverse images of curves of maps, etc. Moreover, we also give some explicit bounds for semi-algebraic or…

Differential Geometry · Mathematics 2012-04-27 Ta Le Loi , Phan Phien

In this paper we survey many of the known results about Morse boundaries and stability.

Metric Geometry · Mathematics 2017-04-26 Matthew Cordes

The Chernoff bound is an important inequality relation in probability theory. The original version of the Chernoff bound is to give an exponential decreasing bound on the tail distribution of sums of independent random variables. Recent…

Probability · Mathematics 2021-05-18 Shih Yu Chang

Given a compact basic semi-algebraic set we provide a numerical scheme to approximate as closely as desired, any finite number of moments of the Hausdorff measure on the boundary of this set. This also allows one to approximate interesting…

Optimization and Control · Mathematics 2020-01-22 Jean-Bernard Lasserre , Victor Magron

Recent research has made significant progress on the problem of bounding log partition functions for exponential family graphical models. Such bounds have associated dual parameters that are often used as heuristic estimates of the marginal…

Machine Learning · Computer Science 2012-07-19 Pradeep Ravikumar , John Lafferty

This paper derives confidence intervals (CI) and time-uniform confidence sequences (CS) for the classical problem of estimating an unknown mean from bounded observations. We present a general approach for deriving concentration bounds, that…

Statistics Theory · Mathematics 2022-08-29 Ian Waudby-Smith , Aaditya Ramdas

The paper contains a survey of the results obtained during the last ten years in the theory of elliptic boundary problems in H\"ormander function spaces, developed by the authors, and other related results of modern analysis. The basics of…

Analysis of PDEs · Mathematics 2024-08-15 V. A. Mikhailets , A. A. Murach , I. S. Chepurukhina

This work prepares new probability bounds for sums of random, independent, Hermitian tensors. These probability bounds characterize large-deviation behavior of the extreme eigenvalue of the sums of random tensors. We extend Lapalace…

Probability · Mathematics 2021-01-01 Shih Yu Chang

This paper describes the construction of a lower bound for the tails of general random variables, using solely knowledge of their moment generating function. The tilting procedure used allows for the construction of lower bounds that are…

Probability · Mathematics 2007-06-13 Ted Theodosopoulos

We give explicit isoperimetric upper bounds for all Steklov eigenvalues of a compact orientable surface with boundary, in terms of the genus, the length of the boundary, and the number of boundary components. Our estimates generalize a…

Spectral Theory · Mathematics 2013-10-10 Alexandre Girouard , Iosif Polterovich

Sectional curvature bounds are of central importance in the study of Riemannian manifolds, both in smooth differential geometry and in the generalized synthetic setting of Alexandrov spaces. Riemannian metrics along with metric spaces of…

Differential Geometry · Mathematics 2026-01-30 Darius Erös , Michael Kunzinger , Argam Ohanyan , Alessio Vardabasso
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