Timeline for Adaptive version of the Azuma–Hoeffding inequality
Current License: CC BY-SA 3.0
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| Jan 3, 2016 at 22:09 | history | edited | Iosif Pinelis | CC BY-SA 3.0 |
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| Jan 3, 2016 at 20:48 | comment | added | Iosif Pinelis | I have added an addendum to address your question. | |
| Jan 3, 2016 at 20:48 | history | edited | Iosif Pinelis | CC BY-SA 3.0 |
I have added an addendum to address your question.
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| Jan 3, 2016 at 20:30 | comment | added | Aaron | Thanks -- this is a nice counter-example, which shows that the inequality fails to hold in the adaptive setting, at least with the same constants. Do you know whether it is possible to get similar asymptotic concentration in this setting? i.e. a bound as in the question, but with different constants? Any non-trivial concentration at all, as a function of the realized $c_1,\ldots,c_n$? | |
| Jan 3, 2016 at 20:07 | history | edited | Iosif Pinelis | CC BY-SA 3.0 |
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| Jan 3, 2016 at 19:58 | history | edited | Iosif Pinelis | CC BY-SA 3.0 |
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| Jan 3, 2016 at 19:46 | history | edited | Iosif Pinelis | CC BY-SA 3.0 |
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| Jan 3, 2016 at 19:35 | history | edited | Iosif Pinelis | CC BY-SA 3.0 |
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| Jan 3, 2016 at 19:30 | history | edited | Iosif Pinelis | CC BY-SA 3.0 |
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| Jan 3, 2016 at 19:23 | history | answered | Iosif Pinelis | CC BY-SA 3.0 |