Concentration Inequalities for Bounded Random Vectors
Probability
2013-11-05 v1 Machine Learning
Statistics Theory
Statistics Theory
Abstract
We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions to obtain multivariate concentration inequalities.
Cite
@article{arxiv.1309.0003,
title = {Concentration Inequalities for Bounded Random Vectors},
author = {Xinjia Chen},
journal= {arXiv preprint arXiv:1309.0003},
year = {2013}
}
Comments
9 pages, no figures