A Bennett Concentration Inequality and Its Application to Suprema of Empirical Processes
2002
Article
ei
We introduce new concentration inequalities for functions on product spaces. They allow to obtain a Bennett type deviation bound for suprema of empirical processes indexed by upper bounded functions. The result is an improvement on Rio's version \cite{Rio01b} of Talagrand's inequality \cite{Talagrand96} for equidistributed variables.
Author(s): | Bousquet, O. |
Journal: | C. R. Acad. Sci. Paris, Ser. I |
Volume: | 334 |
Pages: | 495-500 |
Year: | 2002 |
Day: | 0 |
Department(s): | Empirical Inference |
Bibtex Type: | Article (article) |
Digital: | 0 |
Organization: | Max-Planck-Gesellschaft |
School: | Biologische Kybernetik |
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BibTex @article{1441, title = {A Bennett Concentration Inequality and Its Application to Suprema of Empirical Processes}, author = {Bousquet, O.}, journal = {C. R. Acad. Sci. Paris, Ser. I}, volume = {334}, pages = {495-500}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, year = {2002}, doi = {} } |