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An extension of McDiarmid's inequality
Combes, Richard...
An extension of McDiarmid's inequality by Combes, Richard ( Author )
N.A
17-11-2015
We generalize McDiarmid's inequality for functions with bounded differences on a high probability set, using an extension argument. Those functions concentrate around their conditional expectations. We further extend the results to concentration in general metric spaces.
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Article
pdf
36.88 KB
English
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MYR 0.01
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http://arxiv.org/abs/1511.05240
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