相关论文: On Hoeffding's inequalities

Let $\{\tau_j\}_{j=1}^n$ and $\{\omega_k\}_{k=1}^n$ be two orthonormal bases for a finite dimensional p-adic Hilbert space $\mathcal{X}$. Let $M,N\subseteq \{1, \dots, n\}$ be such that \begin{align*} \displaystyle \max_{j \in M, k \in…

Concentration inequalities are indispensable tools for studying the generalization capacity of learning models. Hoeffding's and McDiarmid's inequalities are commonly used, giving bounds independent of the data distribution. Although this…

In this paper, we study tail inequalities of the largest eigenvalue of a matrix infinitely divisible (i.d.) series, which is a finite sum of fixed matrices weighted by i.d. random variables. We obtain several types of tail inequalities,…

We present a set of high-probability inequalities that control the concentration of weighted averages of multiple (possibly uncountably many) simultaneously evolving and interdependent martingales. Our results extend the PAC-Bayesian…

Since its original formulation, Jensen's inequality has played a fundamental role across mathematics, statistics, and machine learning, with its probabilistic version highlighting the nonnegativity of the so-called Jensen's gap, i.e., the…

For a sequence $\{X_{n}, \, n \geqslant 1 \}$ of random variables satisfying $\mathbb{E} \lvert X_{n} \rvert < \infty$ for all $n \geqslant 1$, a maximal inequality is established, and used to obtain strong law of large numbers for…

Building on Talagrand's proof of the Hoffmann-J{\o}rgensen inequality for $L_p$ spaces and its version for the exponential Orlicz spaces we provide a full characterization of Orlicz functions $\Psi$ for which an analogous inequality holds…

Various lower bounds are established for the entropy of sums, products and their combinations. First, we derive a prime-field analogue of a version of the entropy power inequality established by Tao over torsion-free groups. Next, we prove…

This work investigates the optimal selection of the $m$th last success in a sequence of $n$ independent Bernoulli trials. We propose a threshold strategy that is $\varepsilon$-optimal under minimal assumptions about the monotonicity of the…

We derive upper bounds for probabilities of the form $P(g(\mathbf{X})\geq t)$ using the southwest boundary (recently introduced in our previous work) $\partial_{\mathrm{SW}} Q(g^{-1}[t,\infty))$, where $Q$ is a reflection to the first…

Let $\prec$ be the product order on $\mathbb{R}^k$ and assume that $X_1,X_2,\ldots,X_n$ ($n\geq3$) are i.i.d. random vectors distributed uniformly in the unit hypercube $[0,1]^k$. Let $S$ be the (random) set of vectors in $\mathbb{R}^k$…

In this paper we obtain a decoupling feature of the random interlacements process $\mathcal{I}^u \subset \mathbb{Z}^d$, at level $u$, $d\geq 3$. More precisely, we show that the trace of the random interlacements process on two disjoint…

Concentration inequalities form an essential toolkit in the study of high dimensional (HD) statistical methods. Most of the relevant statistics literature in this regard is based on sub-Gaussian or sub-exponential tail assumptions. In this…

We analyse the proof of Bell's inequality and demonstrate that this inequality is related to one particular model of probability theory, namely Kolmogorov measure-theoretical axiomatics, 1933. We found a (numerical) statistical correction…

In this paper, we propose a new approach for deriving probabilistic inequalities. Our main idea is to exploit the information of underlying distributions by virtue of the monotone likelihood ratio property and Berry-Essen inequality.…

We improve the rate function of McDiarmid's inequality for Hamming distance. In particular, applying our result to the separately Lipschitz functions of independent random variables, we also refine the convergence rate function of…

This paper surveys the main results obtained during the period 1992-1999 on three aspects mentioned at the title. The first result is a new and general variational formula for the lower bound of spectral gap (i.e., the first non-trivial…

Probabilities of Causation play a fundamental role in decision making in law, health care and public policy. Nevertheless, their point identification is challenging, requiring strong assumptions such as monotonicity. In the absence of such…

Both the Kullback-Leibler and the Tsallis divergence have a strong limitation: if the value $0$ appears in probability distributions $\left( p_{1},\cdots ,p_{n}\right)$ and $\left( q_{1},\cdots ,q_{n}\right)$, it must appear in the same…

Update: This work reproduces an earlier result of Peck, which the author was initially unaware of. The method of the proof is essentially the same as the original work of Peck. There are no new results. We show that the sum of squares of…