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Concentration Inequalities for Bounded Random Vectors

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 نشر من قبل Xinjia Chen
 تاريخ النشر 2013
  مجال البحث الهندسة المعلوماتية
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 تأليف Xinjia Chen




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We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffdings inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions to obtain multivariate concentration inequalities.



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