Skip to main content

All Questions

5 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
5 votes
0 answers
1k views

Asymptotic behavior of row sums in 2-d array of random variables

Set-up. Let $f : \mathbb{N} \to \mathbb{N}$ be increasing. For each $m \in [0,1]$, consider an infinite two-dimensional array of random variables, where row $n$ has $f(n)$ variables: $B^m_{1,1}$ $B^...
cosmo-grant's user avatar
2 votes
0 answers
129 views

Large deviation principle for product of iid bounded symmetric random variables

Let $n$ and $k$ be positive integers. Let $X$ be the empirical mean of $n$ iid Rademacher random variables. Note that the distribution of $X$ is symmetric about 0, and also $|X| \le 1$ w.p 1. Let $X_1,...
dohmatob's user avatar
  • 6,853
1 vote
0 answers
131 views

Large-deviation inequalities for a class of simple random multivariate polynomials

Let $N$ be a large positive integer and let $[N] := \{1,2,\ldots,N\}$. For any $k$, let $K_{N,k}$ denote the collection of $k$-element subsets of $[N]$. Let $x=(x_1,\ldots,x_N)$ be a uniformly random ...
dohmatob's user avatar
  • 6,853
1 vote
0 answers
123 views

Sanov-type finite-sample bound on $KL(P\|\hat{P}_n)$

Let $P$ be a distribution on an alphabet of size $k$ and let $\hat{P}_n$ be an empirical version of $P$ via $n$ i.i.d samples $a_1,\ldots,a_n \sim P$, i.e $\hat{P}_n := (1/n)\sum_{i=1}^n\delta_{a_i}$. ...
dohmatob's user avatar
  • 6,853
0 votes
0 answers
44 views

Large Deviation Principle for an adaptive sampling rule for Multi Armed Bandits

Consider the following adaptive strategy for sampling from a Multi Armed Bandit with $K$ arms: Split the $T$ rounds into $N (\in \mathbb{N})$ disjoint intervals. Each interval is indexed by $i=1,2,\...
29910622's user avatar