On concentration inequalities for vector-valued Lipschitz functions

被引：0

作者：

Katselis, Dimitrios ^{[1
]}

Xie, Xiaotian ^{[2
,3
]}

Beck, Carolyn L. ^{[2
,3
]}

Srikant, R. ^{[1
,3
]}

机构：

[1] Univ Illinois, ECE Dept, Champaign, IL 61820 USA

[2] Univ Illinois, ISE Dept, Champaign, IL USA

[3] Univ Illinois, Coordinated Sci Lab, Champaign, IL USA

来源：

STATISTICS & PROBABILITY LETTERS | 2021年 / 173卷

关键词：

Theorem of Bobkov and Gotze; Concentration; Markov chain; Transportation cost inequality;

D O I：

10.1016/j.spl.2021.109071

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct application of a classical theorem due to Bobkov and Gotze. (C) 2021 Elsevier B.V. All rights reserved.

引用

页数：6

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