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Conference Paper

Concentration Inequalities


Bousquet,  O
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;
Max Planck Institute for Biological Cybernetics, Max Planck Society;

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Boucheron, S., Lugosi, G., & Bousquet, O. (2004). Concentration Inequalities. In O. Bousquet, U. von Luxburg, & G. Rätsch (Eds.), Advanced Lectures on Machine Learning: ML Summer Schools 2003, Canberra, Australia, February 2 - 14, 2003, Tübingen, Germany, August 4 - 16, 2003 (pp. 208-240). Berlin, Germany: Springer.

Cite as: http://hdl.handle.net/11858/00-001M-0000-0013-F36E-7
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.