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Tagged with it.information-theory measure-concentration
3 questions with no upvoted or accepted answers
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Chernoff bound in the not-quite-sub-exponential case
In Terry Tao's notes on Concentration of measure, Exercise 7 indicates that the Chernoff bound can be generalized to sub-exponential random variables:
http://terrytao.wordpress.com/2010/01/03/254a-...
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Large Deviations: Exponential decay in normed spaces
Let $(X_1,X_2,\cdots)$ be a sequence of independent and identically distributed random variables taking values in some general normed space $(V,||\cdot||)$. Denote $\mu=E[X_1]$ and $S_n=\frac{1}{n}[...
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Matrix Chernoff sampling with out replacement
I am interested to know if the matrix Chernoff bound (see Theorem 5.1.1 in https://arxiv.org/pdf/1501.01571.pdf) holds if one samples without replacement.
For example, the Bernstein inequality is ...