PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Concentration inequalities
Stephane Boucheron, Olivier Bousquet and Gábor Lugosi
In: Machine Learning Summer School 2003 Lecture Notes in Artificial Intelligence , 3176 . (2004) Springer-Verlag , Berlin , pp. 169-207. ISBN 3 540 23122 6


Concentration inequalities deal with deviations of functions of independent random variables from their expectation. In the last decade new tools have been introduced making it possible to establish simple and powerful inequalities. These inequalities are at the heart of the mathematical analysis of various problems in machine learning and made it possible to derive new efficient algorithms. This text attempts to summarize some of the basic tools.

EPrint Type:Book Section
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:559
Deposited By:Stephane Boucheron
Deposited On:25 December 2004