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2013 On McDiarmid's concentration inequality
Emmanuel Rio
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Electron. Commun. Probab. 18: 1-11 (2013). DOI: 10.1214/ECP.v18-2659

Abstract

In this paper we improve the rate function in the McDiarmid concentration inequality for separately Lipschitz functions of independent random variables. In particular the rate function tends to infinity at the boundary. We also prove that in some cases the usual normalization factor is not adequate and may be improved.

Citation

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Emmanuel Rio. "On McDiarmid's concentration inequality." Electron. Commun. Probab. 18 1 - 11, 2013. https://doi.org/10.1214/ECP.v18-2659

Information

Accepted: 8 June 2013; Published: 2013
First available in Project Euclid: 7 June 2016

zbMATH: 1348.60042
MathSciNet: MR3070910
Digital Object Identifier: 10.1214/ECP.v18-2659

Subjects:
Primary: 60E15

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