Related papers: A note on Talagrand's convex hull concentration in…
Stanley's inequalities for partially ordered sets establish important log-concavity relations for sequences of linear extensions counts. Their extremals however, i.e., the equality cases of these inequalities, were until now poorly…
In the paper we study the infimum convolution inequalites. Such an inequality was first introduced by B. Maurey to give the optimal concentration of measure behaviour for the product exponential measure. We show how IC-inequalities are tied…
When I first encountered PAC-Bayesian concentration inequalities they seemed to me to be rather disconnected from good old-fashioned results like Hoeffding's and Bernstein's inequalities. But, at least for one flavour of the PAC-Bayesian…
In this paper non-asymptotic exponential estimates are derived for tail of maximum martingale distribution by naturally norming in the spirit of the classical Law of Iterated Logarithm. Key words: Martingales, exponential estimations,…
We study a tight Bennett-type concentration inequality for sums of heterogeneous and independent variables, defined as a one-dimensional minimization. We show that this refinement, which outperforms the standard known bounds, remains…
We present a novel tight bound on the quantum violations of the CGLMP inequality in the case of infinitely many outcomes. Like in the case of Tsirelson's inequality the proof of our new inequality does not require any assumptions on the…
Simplex slicing (Webb, 1996) is a sharp upper bound on the volume of central hyperplane sections of the regular simplex. We extend this to sharp bounds in the probabilistic framework of negative moments, and beyond, of centred log-concave…
We derive exponential bounds for tail of distribution for natural, i.e. under ordinary logarithm, normalized sums of arrays of random variables, not necessarily independent.
We introduce a notion of convex hull and polytope into adele space. This allows to consider adelic triangulations which, in particular, lead to an adelic blichfeldt-type inequality, complementing former results.
Many management decisions involve accumulated random realizations for which only the first and second moments of their distribution are available. The sharp Chebyshev-type bound for the tail probability and Scarf bound for the expected loss…
We discuss a rather general condition under which the inequality of Jensen works for certain convex combinations of points not all in the domain of convexity of the function under attention. Based on this fact, an extension of the…
We prove new concentration estimates for random variables that are functionals of a Poisson measure defined on a general measure space. Our results are specifically adapted to geometric applications, and are based on a pervasive use of a…
We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials.
A conjecture of Talagrand (2010) states that the so-called expectation and fractional expectation thresholds are always within at most some constant factor from each other. In this note we generalize a method of DeMarco and Kahn and settle…
Yager[5] proposed a transformation for opposing(negating) the occurence of an event that is not certain using the idea that one can oppose the occurence of any uncertain event by allocating its probability among the other outcomes in the…
We show that, for general probabilistic theories admitting sharp measurements, the exclusivity principle together with two assumptions exactly singles out the Tsirelson bound of the Clauser-Horne-Shimony-Holt Bell inequality.
The Jensen's inequality plays a crucial role in the analysis of time-delay and sampled-data systems. Its conservatism is studied through the use of the Gr\"{u}ss Inequality. It has been reported in the literature that fragmentation (or…
Let X_1,..., X_n be independent Bernoulli random variables and $f$ a function on {0,1}^n. In the well-known paper (Talagrand1994) Talagrand gave an upper bound for the variance of f in terms of the individual influences of the X_i's. This…
We show that classical chaining bounds on the suprema of random processes in terms of entropy numbers can be systematically improved when the underlying set is convex: the entropy numbers need not be computed for the entire set, but only…
We modify Talagrand's generic chaining method to obtain upper bounds for all p-th moments of the supremum of a stochastic process. These bounds lead to an estimate for the upper tail of the supremum with optimal deviation parameters. We…