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April 2000 About the constants in Talagrand's concentration inequalities for empirical processes
Pascal Massart
Ann. Probab. 28(2): 863-884 (April 2000). DOI: 10.1214/aop/1019160263

Abstract

We propose some explicit values for the constants involved in the exponential concentration inequalities for empirical processes which are due to Talagrand. It has been shown by Ledoux that deviation inequalities for empirical processes could be obtained by iteration of logarithmic Sobolev type inequalities. Our approach follows closely that of Ledoux. The improvements that we get with respect to Ledoux’s work are based on refinements of his entropy inequalities and computations.

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Pascal Massart. "About the constants in Talagrand's concentration inequalities for empirical processes." Ann. Probab. 28 (2) 863 - 884, April 2000. https://doi.org/10.1214/aop/1019160263

Information

Published: April 2000
First available in Project Euclid: 18 April 2002

zbMATH: 1140.60310
MathSciNet: MR1782276
Digital Object Identifier: 10.1214/aop/1019160263

Subjects:
Primary: 60E15
Secondary: 60F10, 94A17

Rights: Copyright © 2000 Institute of Mathematical Statistics

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Vol.28 • No. 2 • April 2000
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