Publications related to Hoeffding's inequality

Anthony C Davison and Igor Rodionov's contribution to the Discussion of 'Estimating means of bounded random variables by betting' by Waudby-Smith and Ramdas

Anthony Christopher Davison, Igor Rodionov

We derive confidence intervals (CIs) and confidence sequences (CSs) for the classical problem of estimating a bounded mean. Our approach generalizes and improves on the celebrated Chernoff method, yielding the best closed-form "empirical-Bernstein" CSs and ...

Oxford Univ Press2024

Upper bounds on technoemission rates from 60 years of "silence"

Claudio Grimaldi

The lack of detection to date of electromagnetic technosignatures implies either that we have been unable to detect them due to incomplete sampling of the search space or that we cannot detect them because the Earth has been located during the entire histo ...

PERGAMON-ELSEVIER SCIENCE LTD2023

Generalization Error Bounds Via Rényi-, f-Divergences and Maximal Leakage

Michael Christoph Gastpar, Amedeo Roberto Esposito, Ibrahim Issa

In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two random variables. ...

2021

On Randomized Trace Estimates for Indefinite Matrices with an Application to Determinants

Daniel Kressner, Alice Cortinovis

Randomized trace estimation is a popular and well-studied technique that approximates the trace of a large-scale matrix B by computing the average of x(T) Bx for many samples of a random vector X. Often, B is symmetric positive definite (SPD) but a number ...

2022

Shrinking Scale Equidistribution for Monochromatic Random Waves on Compact Manifolds

Matthew De Courcy-Ireland

We prove equidistribution at shrinking scales for the monochromatic ensemble on a compact Riemannian manifold of any dimension. This ensemble on an arbitrary manifold takes a slowly growing spectral window in order to synthesize a random function. With hig ...

OXFORD UNIV PRESS2021

Contact process under renewals II

Thomas Mountford

We continue the study of renewal contact processes initiated in a companion paper, where we showed that if the tail of the interarrival distribution mu is heavier than t(-alpha) for some alpha < 1 (plus auxiliary regularity conditions) then the critical va ...

ELSEVIER2020

Weyl-type bounds for Steklov eigenvalues

Joachim Stubbe, Luigi Provenzano

We present upper and lower bounds for Steklov eigenvalues for domains in RN+1 with C-2 boundary compatible with the Weyl asymptotics. In particular, we obtain sharp upper bounds on Riesz-means and the trace of corresponding Steklov heat kernel. The key res ...

EUROPEAN MATHEMATICAL SOC2019

Forbidden induced subposets of given height

Istvan Tomon

Let P be a partially ordered set. The function La* (n, P) denotes the size of the largest family F subset of 2([n]) that does not contain an induced copy of P. It was proved by Methuku and Palvolgyi that there exists a constant C-P (depending only on P) su ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2019

Regularization via Mass Transportation

Daniel Kuhn, Soroosh Shafieezadeh Abadeh, Peyman Mohajerin Esfahani

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce training data, ...

2019

On the Impact of Choice Architectures on Inequality in Online Donation Platforms

Online donation platforms, such as DonorsChoose, GlobalGiving, or CrowdFunder, enable donors to financially support entities in need. In a typical scenario, after a fundraiser submits a request specifying her need, donors contribute financially to help rai ...

ASSOC COMPUTING MACHINERY2019

Chebyshev Inequalities for Products of Random Variables

Daniel Kuhn, Napat Rujeerapaiboon, Wolfram Wiesemann

We derive sharp probability bounds on the tails of a product of symmetric non-negative random variables using only information about their first two moments. If the covariance matrix of the random variables is known exactly, these bounds can be computed nu ...

2018

Dimensionality Reduction in Dynamic Optimization under Uncertainty

Napat Rujeerapaiboon

Dynamic optimization problems affected by uncertainty are ubiquitous in many application domains. Decision makers typically model the uncertainty through random variables governed by a probability distribution. If the distribution is precisely known, then ...

EPFL2016

Generalized Gauss Inequalities via Semidefinite Programming

Daniel Kuhn

A sharp upper bound on the probability of a random vector falling outside a polytope, based solely on the first and second moments of its distribution, can be computed efficiently using semidefinite programming. However, this Chebyshev-type bound tends to ...

Springer Verlag2016

Moment bounds and asymptotics for the stochastic wave equation

Robert Dalang, Le Chen

We consider the stochastic wave equation on the real line driven by space time white noise and with irregular initial data. We give bounds on higher moments and, for the hyperbolic Anderson model, explicit formulas for second moments. These bounds imply we ...

Elsevier Science Bv2015

A New Entropy Power Inequality for Integer-Valued Random Variables

Emmanuel Abbé, Saeid Haghighatshoar

The entropy power inequality (EPI) yields lower bounds on the differential entropy of the sum of two independent real-valued random variables in terms of the individual entropies. Versions of the EPI for discrete random variables have been obtained for spe ...

Institute of Electrical and Electronics Engineers2014

Interpolating point spread function anisotropy

Frédéric Courbin, Georges Meylan, Marc Gentile

Planned wide-field weak lensing surveys are expected to reduce the statistical errors on the shear field to unprecedented levels. In contrast, systematic errors like those induced by the convolution with the point spread function (PSF) will not benefit fro ...

Edp Sciences S A2013

Trace Identities For Commutators, With Applications To The Distribution Of Eigenvalues

Joachim Stubbe

We prove trace identities for commutators of operators, which are used to derive sum rules and sharp universal bounds for the eigenvalues of periodic Schrodinger operators and Schrodinger operators on immersed manifolds. In particular, we prove bounds on t ...

2011