bookOxford University Press eBooksFeb 7, 2013Closed access

Concentration Inequalities

SBStéphane BoucheronGLGábor LugosiPMPascal Massart

Université Paris-Sud · Université Paris Cité · +1 more institution

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Abstract

Concentration inequalities deal with deviations of functions of independent random variables from their expectation. In the last decade new tools have been introduced making it possible to establish simple and powerful inequalities. These inequalities are at the heart of the mathematical analysis of various problems in machine learning and made it possible to derive new efficient algorithms. This text attempts to summarize some of the basic tools.

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Authors

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Topics & keywords

Topics
Keywords
  • Inequality
  • Mathematics
  • Psychology
  • Environmental science
  • Sociology
  • Mathematical analysis
UN Sustainable Development Goals
  • Reduced inequalities
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