Concentration Inequalities
Chernoff, Hoeffding, Bernstein, McDiarmid, and Talagrand bounds.
Concentration Inequalities. Chernoff, Hoeffding, Bernstein, McDiarmid, and Talagrand bounds.
Foundations and canonical references
The standard treatments of concentration inequalities approach the subject from complementary angles. Boucheron, Concentration Inequalities: A Nonasymptotic Theory of Independence (2013) is the anchor reference for the subject and lays out the core definitions, theorems, and worked examples that practitioners return to.
Open methodological questions for concentration inequalities include sharpening the bridges between foundational theory and computational practice, extending classical results to broader or more structured settings, and integrating the techniques surveyed above with adjacent mathematical disciplines. The references listed in this page are the entry points that current work builds on.
Prerequisites
Sources
- textbook · primary · 2013Concentration Inequalities: A Nonasymptotic Theory of Independenceboucheron-2013, lugosi-2013, massart-2013
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