Academic literature on the topic 'Concentration inequalities'
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Journal articles on the topic "Concentration inequalities"
Chung, Fan, and Linyuan Lu. "Concentration Inequalities and Martingale Inequalities: A Survey." Internet Mathematics 3, no. 1 (January 2006): 79–127. http://dx.doi.org/10.1080/15427951.2006.10129115.
Full textSadeghi, Ghadir, and Mohammad Sal Moslehian. "Noncommutative martingale concentration inequalities." Illinois Journal of Mathematics 58, no. 2 (2014): 561–75. http://dx.doi.org/10.1215/ijm/1436275498.
Full textDing, Ying. "Wasserstein-Divergence transportation inequalities and polynomial concentration inequalities." Statistics & Probability Letters 94 (November 2014): 77–85. http://dx.doi.org/10.1016/j.spl.2014.07.013.
Full textChen, Huiming Zhang &. Song Xi. "Concentration Inequalities for Statistical Inference." Communications in Mathematical Research 37, no. 1 (June 2021): 1–85. http://dx.doi.org/10.4208/cmr.2020-0041.
Full textVershynin, Roman. "Concentration inequalities for random tensors." Bernoulli 26, no. 4 (November 2020): 3139–62. http://dx.doi.org/10.3150/20-bej1218.
Full textBhat, M. Ashraf, and G. Sankara Raju Kosuru. "Generalizations of some concentration inequalities." Statistics & Probability Letters 182 (March 2022): 109298. http://dx.doi.org/10.1016/j.spl.2021.109298.
Full textPAPAGEORGIOU, IOANNIS. "CONCENTRATION INEQUALITIES FOR GIBBS MEASURES." Infinite Dimensional Analysis, Quantum Probability and Related Topics 14, no. 01 (March 2011): 79–104. http://dx.doi.org/10.1142/s0219025711004316.
Full textChatterjee, Sourav. "Stein’s method for concentration inequalities." Probability Theory and Related Fields 138, no. 1-2 (October 19, 2006): 305–21. http://dx.doi.org/10.1007/s00440-006-0029-y.
Full textAoun, Richard, Marwa Banna, and Pierre Youssef. "Matrix Poincaré inequalities and concentration." Advances in Mathematics 371 (September 2020): 107251. http://dx.doi.org/10.1016/j.aim.2020.107251.
Full textTropp, Joel A. "Second-order matrix concentration inequalities." Applied and Computational Harmonic Analysis 44, no. 3 (May 2018): 700–736. http://dx.doi.org/10.1016/j.acha.2016.07.005.
Full textDissertations / Theses on the topic "Concentration inequalities"
Sammer, Marcus D. "Aspects of mass transportation in discrete concentration inequalities." Diss., Georgia Institute of Technology, 2005. http://etd.gatech.edu/theses/available/etd-04112005-163457/unrestricted/sammer%5Fmarcus%5Fd%5F200505%5Fphd.pdf.
Full textIncludes bibliographical references (p. 108-110). Also available online via the Georgia Institute of Technology, website (http://etd.gatech.edu/).
Tiep, Pham H., and Van H. Vu. "Non-abelian Littlewood–Offord inequalities." ACADEMIC PRESS INC ELSEVIER SCIENCE, 2016. http://hdl.handle.net/10150/621530.
Full textBarthe, 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.
Full textMercadier, Mathieu. "Banking risk indicators, machine learning and one-sided concentration inequalities." Thesis, Limoges, 2020. http://aurore.unilim.fr/theses/nxfile/default/a5bdd121-a1a2-434e-b7f9-598508c52104/blobholder:0/2020LIMO0001.pdf.
Full textThis doctoral thesis is a collection of three essays aiming to implement, and if necessary to improve, financial risk measures and to assess banking risks, using machine learning methods. The first chapter offers an elementary formula inspired by CreditGrades, called E2C, estimating CDS spreads, whose accuracy is improved by a random forest algorithm. Our results emphasize the E2C's key role and the additional contribution of a specific company's debt rating and size. The second chapter infers a one-sided version of the inequality bounding the probability of a unimodal random variable. Our results show that the unimodal assumption for stock returns is generally accepted, allowing us to refine individual risk measures' bounds, to discuss implications for tail risk multipliers, and to infer simple versions of bounds of systemic measures. The third chapter provides a decision support tool clustering listed banks depending on their riskiness using an adjusted version of the k-means algorithm. This entirely automatic process is based on a very large set of stand-alone and systemic risk indicators reduced to representative factors. The obtained results are aggregated per country and region, offering the opportunity to study zones of fragility. They underline the importance of paying a particular attention to the ambiguous impact of banks' size on systemic measures
Moles, Jordan. "On concentration inequalities for equilibrium states in lattice and symbolic dynamical systems." Thesis, Institut polytechnique de Paris, 2020. http://www.theses.fr/2020IPPAX102.
Full textThis thesis deals with the existence of Gaussian concentration for sufficiently mixing equilibrium states for lattice systems. Moreover, we show that such a property ensures uniqueness.In the first chapter, we show that if an equilibrium state associated to a shift-invariant and absolutely summable potential satisfies a Gaussian concentration bound then it is à fortiori mixing and unique em i.e. there is no phase transition.Thereafter, We study numerically a particular physical model which allows phase transition to occur: the ferromagnetic Ising model in two dimensions. We evaluate concentration constants through classical estimates at all temperature. Thank to the behavior of these parameters, we emphasize divergence of the Gaussian concentration constant at the critical temperature deduce that such property doesn't hold.Later on, we prove that the Gaussian concentration behavior holds for all temperature above the critical one for this model.Then, we dedicate a chapter to the study of an unidimensional symbolic dynamics on a finite alphabet: chains with complete connections. In particular, we study the concentration properties of a unique equilibrium state associated to a potential (or transition probability) satisfying Walters' condition.In the end, we review the high-noise regime in probabilistic cellular automata. In particular, we prove that in this regime, the probabilistic cellular automata satisfies a Gaussian concentration for a certain class of spatio-temporal observables
Altemeier, Daniel [Verfasser], and Barbara [Akademischer Betreuer] Gentz. "Concentration Inequalities for Nonautonomous Stochastic Delay Differential Equations / Daniel Altemeier ; Betreuer: Barbara Gentz." Bielefeld : Universitätsbibliothek Bielefeld, 2017. http://d-nb.info/1150182024/34.
Full textLucas, Leonard Joseph Ortiz Michael Ortiz Michael. "Uncertainty quantification using concentration-of-measure inequalities /cLeonard J. Lucas ; Michael Ortiz, committee chair and advisor." Diss., Pasadena, Calif. : California Institute of Technology, 2009. http://resolver.caltech.edu/CaltechETD:etd-05292009-165215.
Full textTsawe, Mluleki. "Inequalities in the use of maternal and reproductive health services in Sierra Leone." University of the Western Cape, 2019. http://hdl.handle.net/11394/6660.
Full textThis thesis extends the literature on the trends and magnitude of health inequalities in the area of maternal and reproductive health services in Sierra Leone, and particular across sub-Saharan Africa. It attempted to provide a good understanding of, not only the determinants of maternal and reproductive healthcare use, but also factors that enable health inequalities to exist in Sierra Leone. This is an appropriate topic in population health studies as it aims to address important questions on the research agenda in the context of sub-Saharan Africa, particularly in a country with poor health outcomes such as Sierra Leone. A proper understanding of not only the coverage rates of population health outcomes but also the extent of health inequalities as well as the factors that contribute to these inequalities is crucial for any government. The thesis applied various techniques in the analysis of DHS data (from 2008 and 2013 rounds) in an attempt to answer the research questions.
Kroll, Martin [Verfasser], and Martin [Akademischer Betreuer] Schlather. "Concentration inequalities for Poisson point processes with applications to non-parametric statistics / Martin Kroll ; Betreuer: Martin Schlather." Mannheim : Universitätsbibliothek Mannheim, 2017. http://d-nb.info/1129105415/34.
Full textAugeri, Fanny. "Principes de grandes déviations pour des modèles de matrices aléatoires." Thesis, Toulouse 3, 2017. http://www.theses.fr/2017TOU30075/document.
Full textThis thesis falls within the theory of random matrices and large deviations techniques. We mainly consider large deviations problems which involve a heavy-tail phenomenon. In a first phase, we will focus on finding concentration inequalities for different spectral functionals which reflect their large deviations behavior, for random Hermitian matrices satisfying a concentration property indexed by some alpha ∈ (0,2]. Then we will present the large deviations principle we obtained for the largest eigenvalue of Wigner matrices without Gaussian tails, in line with the work of Bordenave and Caputo. Another example of heavy-tail phenomenon is given by the large deviations of traces of random matrices which we investigate in three cases: the case of beta-ensembles, of Gaussian Wigner matrices, and the case of Wigner matrices without Gaussian tails. The Gaussian case was the opportunity to revisit Borell and Ledoux's proof of the large deviations of Wiener chaoses, which we investigate further by proposing a general large deviations statement, allowing us to give another proof of the large deviations principles known for the Wigner matrices without Gaussian tail. Finally, we give a new proof of the large deviations principles for the beta-ensembles with a quadratic potential, which relies only on the tridiagonal representation of these models. In particular, this result gives a proof of the large deviations of the GUE and GOE which does not rely on the knowledge of the law of the spectrum
Books on the topic "Concentration inequalities"
Houdré, Christian, Michel Ledoux, Emanuel Milman, and Mario Milman, eds. Concentration, Functional Inequalities and Isoperimetry. Providence, Rhode Island: American Mathematical Society, 2011. http://dx.doi.org/10.1090/conm/545.
Full textPicard, Jean, ed. Concentration Inequalities and Model Selection. Berlin, Heidelberg: Springer Berlin Heidelberg, 2007. http://dx.doi.org/10.1007/978-3-540-48503-2.
Full textBercu, Bernard, Bernard Delyon, and Emmanuel Rio. Concentration Inequalities for Sums and Martingales. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-22099-4.
Full textRaginsky, Maxim. Concentration Of Measure Inequalities In Information Theory, Communications, And Coding: Third Edition. Boston, USA: Now Publishers Inc, 2019.
Find full textConcentration, functional inequalities, and isoperimetry: International workshop, October 29-November 1, 2009, Florida Atlantic University, Boca Raton, Florida. Providence, R.I: American Mathematical Society, 2011.
Find full textTropp, Joel A. Introduction to Matrix Concentration Inequalities. Now Publishers, 2015.
Find full textLugosi, Gabor, Stephane Boucheron, and Pascal Massart. Concentration Inequalities: A Nonasymptotic Theory of Independence. Oxford University Press, 2016.
Find full textLugosi, Gabor, Stephane Boucheron, and Pascal Massart. Concentration Inequalities: A Nonasymptotic Theory of Independence. Oxford University Press, 2013.
Find full textMassart, Pascal, Stéphane Boucheron, and Gábor Lugosi. Concentration Inequalities: A Nonasymptotic Theory of Independence. Oxford University Press, Incorporated, 2012.
Find full textRio, Emmanuel, Bernard Bercu, and Bernard Delyon. Concentration Inequalities for Sums and Martingales. Springer, 2015.
Find full textBook chapters on the topic "Concentration inequalities"
Villani, Cédric. "Concentration inequalities." In Grundlehren der mathematischen Wissenschaften, 567–628. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-71050-9_22.
Full textDevroye, Luc, and Gábor Lugosi. "Concentration Inequalities." In Combinatorial Methods in Density Estimation, 4–16. New York, NY: Springer New York, 2001. http://dx.doi.org/10.1007/978-1-4613-0125-7_2.
Full textDouc, Randal, Eric Moulines, Pierre Priouret, and Philippe Soulier. "Concentration Inequalities." In Springer Series in Operations Research and Financial Engineering, 575–601. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-97704-1_23.
Full textBoucheron, Stéphane, Gábor Lugosi, and Olivier Bousquet. "Concentration Inequalities." In Advanced Lectures on Machine Learning, 208–40. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-28650-9_9.
Full textPaouris, Grigoris, and Peter Pivovarov. "Randomized Isoperimetric Inequalities." In Convexity and Concentration, 391–425. New York, NY: Springer New York, 2017. http://dx.doi.org/10.1007/978-1-4939-7005-6_13.
Full textLedoux, Michel. "Transportation cost inequalities." In The Concentration of Measure Phenomenon, 117–32. Providence, Rhode Island: American Mathematical Society, 2005. http://dx.doi.org/10.1090/surv/089/06.
Full textGuionnet, Alice. "Concentration inequalities and logarithmic Sobolev inequalities." In Lecture Notes in Mathematics, 49–57. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-69897-5_5.
Full textLedoux, Michel. "Concentration functions and inequalities." In The Concentration of Measure Phenomenon, 1–21. Providence, Rhode Island: American Mathematical Society, 2005. http://dx.doi.org/10.1090/surv/089/01.
Full textBercu, Bernard, Bernard Delyon, and Emmanuel Rio. "Concentration inequalities for sums." In SpringerBriefs in Mathematics, 11–60. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-22099-4_2.
Full textBercu, Bernard, Bernard Delyon, and Emmanuel Rio. "Concentration inequalities for martingales." In SpringerBriefs in Mathematics, 61–98. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-22099-4_3.
Full textConference papers on the topic "Concentration inequalities"
Makarychev, Konstantin, Warren Schudy, and Maxim Sviridenko. "Concentration Inequalities for Nonlinear Matroid Intersection." In Proceedings of the Twenty-Third Annual ACM-SIAM Symposium on Discrete Algorithms. Philadelphia, PA: Society for Industrial and Applied Mathematics, 2012. http://dx.doi.org/10.1137/1.9781611973099.36.
Full textKeller, Nathan, and Ohad Klein. "Local concentration inequalities and Tomaszewski’s conjecture." In STOC '21: 53rd Annual ACM SIGACT Symposium on Theory of Computing. New York, NY, USA: ACM, 2021. http://dx.doi.org/10.1145/3406325.3451011.
Full textNorkin, 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.
Full textSchudy, Warren, and Maxim Sviridenko. "Concentration and Moment Inequalities for Polynomials of Independent Random Variables." In Proceedings of the Twenty-Third Annual ACM-SIAM Symposium on Discrete Algorithms. Philadelphia, PA: Society for Industrial and Applied Mathematics, 2012. http://dx.doi.org/10.1137/1.9781611973099.37.
Full textDrach, Dror, Or Ordentlich, and Ofer Shayevitz. "Binary Maximal Correlation Bounds and Isoperimetric Inequalities via Anti-Concentration." In 2021 IEEE International Symposium on Information Theory (ISIT). IEEE, 2021. http://dx.doi.org/10.1109/isit45174.2021.9517829.
Full textYassaee, Mohammad H., Jingbo Liu, and Sergio Verdu. "One-shot multivariate covering lemmas via weighted sum and concentration inequalities." In 2017 IEEE International Symposium on Information Theory (ISIT). IEEE, 2017. http://dx.doi.org/10.1109/isit.2017.8006612.
Full textLouart, Cosme, and Romain Couillet. "A Random Matrix and Concentration Inequalities Framework for Neural Networks Analysis." In ICASSP 2018 - 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2018. http://dx.doi.org/10.1109/icassp.2018.8462001.
Full textRaginsky, Maxim, and Igal Sason. "Refined bounds on the empirical distribution of good channel codes via concentration inequalities." In 2013 IEEE International Symposium on Information Theory (ISIT). IEEE, 2013. http://dx.doi.org/10.1109/isit.2013.6620220.
Full textSanandaji, Borhan M., Tyrone L. Vincent, and Michael B. Wakin. "Concentration of measure inequalities for compressive toeplitz matrices with applications to detection and system identification." In 2010 49th IEEE Conference on Decision and Control (CDC). IEEE, 2010. http://dx.doi.org/10.1109/cdc.2010.5717107.
Full textDestefani de Sousa, Cora, Eduarda Vieira Florindo, Isadora Imthon, Nadine Martignago Saleh, and Maria Inês Sugai. "DESIGUALDADES E SEGREGAÇÃO SOCIOESPACIAL EM CIDADES MÉDIAS. O caso de Blumenau, SC." In Seminario Internacional de Investigación en Urbanismo. Universitat Politècnica de Catalunya, Grup de Recerca en Urbanisme, 2022. http://dx.doi.org/10.5821/siiu.12216.
Full textReports on the topic "Concentration inequalities"
Mackey, Lester, Michael I. Jordan, Richard Y. Chen, Brendan Farrell, and Joel A. Tropp. Matrix Concentration Inequalities via the Method of Exchangeable Pairs. Fort Belvoir, VA: Defense Technical Information Center, January 2012. http://dx.doi.org/10.21236/ada563088.
Full textBouezmarni, Taoufik, Mohamed Doukali, and Abderrahim Taamouti. Copula-based estimation of health concentration curves with an application to COVID-19. CIRANO, 2022. http://dx.doi.org/10.54932/mtkj3339.
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