Extensions of the Hoeffding-Azuma inequalities
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Publication:743022
DOI10.1214/ECP.v18-2690zbMath1300.60036MaRDI QIDQ743022
Publication date: 22 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Related Items (6)
Exponential inequalities for nonstationary Markov chains ⋮ Hoeffding's inequality for sums of dependent random variables ⋮ New deviation inequalities for martingales with bounded increments ⋮ Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables ⋮ Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods ⋮ New insights on concentration inequalities for self-normalized martingales
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