Concentration inequalities using the entropy method
نویسندگان
چکیده
منابع مشابه
Concentration inequalities using the entropy method
We investigate a new methodology, worked out by Ledoux and Mas-sart, to prove concentration-of-measure inequalities. The method is based on certain modified logarithmic Sobolev inequalities. We provide some very simple and general ready-to-use inequalities. One of these inequalities may be considered as an exponential version of the Efron-Stein inequality. The main purpose of this paper is to p...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2003
ISSN: 0091-1798
DOI: 10.1214/aop/1055425791