## 1.2.18 Azuma(Azuma–Hoeffding)不等式 ## 1.2.18 Azuma–Hoeffding(Azuma)不等式对于均值为 $Z_0 = \mu$ 的鞅差序列 $\{Z_m, m \geq 1\}$,若 $|Z_i - Z_{i-1}| \leq c_i$,则对于任意 $\varepsilon > 0$,有: 对于均值为 $Z_0 = \mu$ 的鞅差序列 $\{Z_m, m \geq 1\}...
CONCENTRATION INEQUALITIESSTEVEN P. LALLEYUNIVERSITY OF CHICAGO1. T HE M ARTINGALE M ETHOD1.1. Azuma-HoeffdingInequality. Concentrationinequalitiesareinequalitiesthatboundprob-abilities of deviations by a random variable from its mean or median. Our interest will be inconcentration inequalities in which t...
Azuma-Hoeffding Inequality:东Hoeffding不等式. Theorem 1.1. 下载积分: 2000 内容提示: CONCENTRATION INEQUALITIESSTEVEN P. LALLEYUNIVERSITY OF CHICAGO1. T HE M ARTINGALE M ETHOD1.1. Azuma-HoeffdingInequality. Concentrationinequalitiesareinequalitiesthatboundprob-abilities of deviations by a random variable ...
Hoeffding lemma Hoeffding inequality 结论1:设随机变量X满足, f是凸函数,则 结论2:对 有 Azuma inequality 参考 这边文章主要给出Concentration inequality 中Hoeffding inequality 以及Azuma inequality的证明。 Markov inequality Thm1:设X是非负随机变量,则 P(X≥ϵ)≤EXϵ,∀ϵ≥0. 证: EX=∫ΩxdP(X...
Azuma-Hoeffding不等式 2) Hoeffding Inequation Hoeffding不等式 3) inequality[英][,ɪnɪ'kwɔləti] [美]['ɪnɪ'kwɑlətɪ] 不等式;不等 4) isoperimetric inequality 等周不等式 1. Theisoperimetric inequalityon the Heisenberg group H~n; ...
Azuma-Hoeffding不等式2) Hoeffding Inequation Hoeffding不等式3) inequality [英][,ɪnɪ'kwɔləti] [美]['ɪnɪ'kwɑlətɪ] 不等式;不等4) isoperimetric inequality 等周不等式 1. The isoperimetric inequality on the Heisenberg group H~n; 关于Heisenberg群上的等周不等式 2. ...