Timeline for Hoeffding's inequality for vector valued random variables
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 31, 2022 at 13:44 | comment | added | PattuX | @Thomas this paper might help researchgate.net/publication/… | |
| Apr 5, 2019 at 17:51 | comment | added | Mark Schultz-Wu | It's worth mentioning that the above is much less general than a first glance might imply. It gives you bounds $\vec{X}\geq \vec{z}$ (where $\vec{X}\geq\vec{z}$ means the partial-order induced by entry-wise comparisons), but the conditions on $\vec{z}$ are rather restrictive. Specifically, the $\lvert \vec{z}\rvert_1 = \mathbb{E}[\lvert \vec{X}\rvert_1]$, where each $z_i$ is a non-negative integer. I was unable to adapt the results in the paper for my required usage, involving Chernoff-type bounds on multinomial random variables. | |
| Mar 16, 2015 at 18:19 | comment | added | Thomas Steinke | What if I'm interested in bounding $\mathbb{P}\left[\left\|\sum_i^n X_i - \mu_i\right\| > \lambda\right]$ instead? | |
| Nov 4, 2014 at 7:15 | vote | accept | Manuel Schmidt | ||
| Nov 3, 2014 at 21:03 | history | answered | Carlo Beenakker | CC BY-SA 3.0 |