Book ; Online: Sharp finite-sample concentration of independent variables
2020
Abstract: We show an extension of Sanov's theorem on large deviations, controlling the tail probabilities of i.i.d. random variables with matching concentration and anti-concentration bounds. This result has a general scope, applies to samples of any size, and has ...
Abstract | We show an extension of Sanov's theorem on large deviations, controlling the tail probabilities of i.i.d. random variables with matching concentration and anti-concentration bounds. This result has a general scope, applies to samples of any size, and has a short information-theoretic proof using elementary techniques. |
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Keywords | Computer Science - Machine Learning ; Computer Science - Information Theory ; Mathematics - Probability ; Statistics - Machine Learning |
Publishing date | 2020-08-30 |
Publishing country | us |
Document type | Book ; Online |
Database | BASE - Bielefeld Academic Search Engine (life sciences selection) |
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