On concentration of self-bounding functions
On concentration of self-bounding functions
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关于自限函数的集中
DOI:
10.1214/ejp.v14-690
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发表时间:
2009
影响因子:
1.4
通讯作者:
P. Massart
中科院分区:
文献类型:
--
作者:
S. Boucheron;G. Lugosi;P. Massart
We prove some new concentration inequalities for self-bounding functions using the entropy method. As an application, we recover Talagrand's convex distance inequality. The new Bernstein-like inequalities for self-bounding functions are derived thanks to a careful analysis of the so-called Herbst argument. The latter involves comparison results between solutions of differential inequalities that may be interesting in their own right.