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Results tagged with measure-concentration
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user 36687
5
votes
2
answers
541
views
Concentration of U-statistics for exchangable distributions (and the unbounded case)
Consider the following so-called $U$-statistic of order 2: $$U = \frac1{\binom{m}{2}} \sum_{i < j} h(w_i,w_j)$$ where $w_1,\dots,w_m$ are IID from some distribution and $h$ is symmetric. If $|h(w_1,w_ …
- 1,731
2
votes
1
answer
211
views
A concentration inequality related to suprema of sub-Gaussian processes
Let $x_1,\dots,x_n$ be deterministic points in some space $X$ and consider a class of real-valued functions $\mathcal G$ on $X$. We further assume that for any $g \in \mathcal G$,
$$
\Bigl(\frac1n \su …
- 1,731