Relevant bibliographies by topics / Exponential concentration inequalities

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Book chapters
  4. Conference papers

Academic literature on the topic 'Exponential concentration inequalities'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "Exponential concentration inequalities"

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Golubev, Yu, and D. Ostrovski. "Concentration inequalities for the exponential weighting method." Mathematical Methods of Statistics 23, no. 1 (2014): 20–37. http://dx.doi.org/10.3103/s1066530714010025.

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Siri, Paola, and Barbara Trivellato. "Robust concentration inequalities in maximal exponential models." Statistics & Probability Letters 170 (March 2021): 109001. http://dx.doi.org/10.1016/j.spl.2020.109001.

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Hafouta, Yeor. "Nonconventional moderate deviations theorems and exponential concentration inequalities." Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 56, no. 1 (2020): 428–48. http://dx.doi.org/10.1214/19-aihp967.

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Adamczak, Radosław, and Witold Bednorz. "Exponential concentration inequalities for additive functionals of Markov chains." ESAIM: Probability and Statistics 19 (2015): 440–81. http://dx.doi.org/10.1051/ps/2014032.

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Benaïm, Michel, and Raphaël Rossignol. "Exponential concentration for first passage percolation through modified Poincaré inequalities." Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 44, no. 3 (2008): 544–73. http://dx.doi.org/10.1214/07-aihp124.

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Bobkov, S., and M. Ledoux. "Poincaré's inequalities and Talagrand's concentration phenomenon for the exponential distribution." Probability Theory and Related Fields 107, no. 3 (1997): 383–400. http://dx.doi.org/10.1007/s004400050090.

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AIMINO, ROMAIN, and JÉRÔME ROUSSEAU. "Concentration inequalities for sequential dynamical systems of the unit interval." Ergodic Theory and Dynamical Systems 36, no. 8 (2015): 2384–407. http://dx.doi.org/10.1017/etds.2015.19.

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We prove a concentration inequality for sequential dynamical systems of the unit interval enjoying an exponential loss of memory in the BV norm and we investigate several of its consequences. In particular, this covers compositions of$\unicode[STIX]{x1D6FD}$-transformations, with all$\unicode[STIX]{x1D6FD}$lying in a neighborhood of a fixed$\unicode[STIX]{x1D6FD}_{\star }>1$, and systems satisfying a covering-type assumption.
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Abou–Moustafa, Karim, and Csaba Szepesvári. "An Exponential Tail Bound for the Deleted Estimate." Proceedings of the AAAI Conference on Artificial Intelligence 33 (July 17, 2019): 3143–50. http://dx.doi.org/10.1609/aaai.v33i01.33013143.

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There is an accumulating evidence in the literature that stability of learning algorithms is a key characteristic that permits a learning algorithm to generalize. Despite various insightful results in this direction, there seems to be an overlooked dichotomy in the type of stability-based generalization bounds we have in the literature. On one hand, the literature seems to suggest that exponential generalization bounds for the estimated risk, which are optimal, can be only obtained through stringent, distribution independent and computationally intractable notions of stability such as uniform
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Costa, Manon, Carl Graham, Laurence Marsalle, and Viet Chi Tran. "Renewal in Hawkes processes with self-excitation and inhibition." Advances in Applied Probability 52, no. 3 (2020): 879–915. http://dx.doi.org/10.1017/apr.2020.19.

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AbstractWe investigate the Hawkes processes on the positive real line exhibiting both self-excitation and inhibition. Each point of such a point process impacts its future intensity by the addition of a signed reproduction function. The case of a nonnegative reproduction function corresponds to self-excitation, and has been widely investigated in the literature. In particular, there exists a cluster representation of the Hawkes process which allows one to apply known results for Galton–Watson trees. We use renewal techniques to establish limit theorems for Hawkes processes that have reproducti
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Barthe, Franck, and Michał Strzelecki. "Functional Inequalities for Two-Level Concentration." Potential Analysis, July 3, 2021. http://dx.doi.org/10.1007/s11118-021-09900-9.

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AbstractProbability measures satisfying a Poincaré inequality are known to enjoy a dimension-free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincaré inequality automatically implies a modified logarithmic Sobolev inequality. As a consequence the Poincaré inequality ensures a stronger dimension-free concentration property, known as two-level concentration. We show that a similar phenomenon occurs for the Latała–Oleszkiewicz inequalities, which were devised to uncover dimension-free concentration with rate between exponential and Gaussi
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Dissertations / Theses on the topic "Exponential concentration inequalities"

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Barthe, F., and barthe@math univ-mlv fr. "Levels of Concentration Between Exponential and Gaussian." ESI preprints, 2001. ftp://ftp.esi.ac.at/pub/Preprints/esi1008.ps.

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Tanguy, Kévin. "Quelques inégalités de superconcentration : théorie et applications." Thesis, Toulouse 3, 2017. http://www.theses.fr/2017TOU30078/document.

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Cette thèse porte sur le phénomène de superconcentration qui apparaît dans l'étude des fluctuations de divers modèles de la recherche actuelle (matrices aléatoires, verres de spins, champ libre gaussien discret, percolation,...). Plus particulièrement, la thèse est consacrée à l'examen d'inégalités de superconcentration à l'échelle exponentielle ; notamment pour des supremum de familles gaussiennes. Les outils mis en œuvre comprennent la propriété d'hypercontractivité de semi-groupes de Markov. Par ailleurs, celle-ci a conduit à une version d'ordre supérieur d'une inégalité sur la variance de
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Hu, Peng. "Méthodes particulaires et applications en finance." Thesis, Bordeaux 1, 2012. http://www.theses.fr/2012BOR14530/document.

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Cette thèse est consacrée à l’analyse de ces modèles particulaires pour les mathématiques financières.Le manuscrit est organisé en quatre chapitres. Chacun peut être lu séparément.Le premier chapitre présente le travail de thèse de manière globale, définit les objectifs et résume les principales contributions. Le deuxième chapitre constitue une introduction générale à la théorie des méthodes particulaire, et propose un aperçu de ses applications aux mathématiques financières. Nous passons en revue les techniques et les résultats principaux sur les systèmes de particules en interaction, et nous
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Pace, Michele. "Stochastic models and methods for multi-object tracking." Phd thesis, Université Sciences et Technologies - Bordeaux I, 2011. http://tel.archives-ouvertes.fr/tel-00651396.

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La poursuite multi-cibles a pour objet le suivi d'un ensemble de cibles mobiles à partir de données obtenues séquentiellement. Ce problème est particulièrement complexe du fait du nombre inconnu et variable de cibles, de la présence de bruit de mesure, de fausses alarmes, d'incertitude de détection et d'incertitude dans l'association de données. Les filtres PHD (Probability Hypothesis Density) constituent une nouvelle gamme de filtres adaptés à cette problématique. Ces techniques se distinguent des méthodes classiques (MHT, JPDAF, particulaire) par la modélisation de l'ensemble des cibles comm
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Book chapters on the topic "Exponential concentration inequalities"

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Mancini, Gianni, and Kunnath Sandeep. "Extremals for Sobolev and Exponential Inequalities in Hyperbolic Space." In Concentration Analysis and Applications to PDE. Springer Basel, 2013. http://dx.doi.org/10.1007/978-3-0348-0373-1_4.

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Boucheron, Stéphane, Gábor Lugosi, and Pascal Massart. "Suprema of Empirical Processes: Exponential Inequalities." In Concentration Inequalities. Oxford University Press, 2013. http://dx.doi.org/10.1093/acprof:oso/9780199535255.003.0012.

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Conference papers on the topic "Exponential concentration inequalities"

1

Norkin, Vladimir I., and Roger J.-B. Wets. "Law of small numbers as concentration inequalities for sums of independent random setsand random set valued mappings." In International Workshop of "Stochastic Programming for Implementation and Advanced Applications". The Association of Lithuanian Serials, 2012. http://dx.doi.org/10.5200/stoprog.2012.17.

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In the paper we study concentration of sample averages (Minkowski's sums) of independent bounded random sets and set valued mappings around their expectations. Sets and mappings are considered in a Hilbert space. Concentration is formulated in the form of exponential bounds on probabilities of normalized large deviations. In a sense, concentration phenomenon reflects the law of small numbers, describing non-asymptotic behavior of the sample averages. We sequentially consider concentration inequalities for bounded random variables, functions, vectors, sets and mappings, deriving next inequaliti
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