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Results tagged with large-deviations
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user 12518
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Concentration inequalities specialized for log-likelihood / log-density functions
Assume $X$ has density $f$ and put $Y=\log f(X)$.
Then, to compute the moment-generating function of $Y$, we write
$$ E e^{\lambda Y}
=E e^{\lambda\log f(X)}
=E[f(X)^{\lambda}]
=\int_{-\infty}^\infty …
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