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On Concentration Inequalities for Vector-Valued Lipschitz Functions

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 نشر من قبل Xiaotian Xie
 تاريخ النشر 2021
  مجال البحث
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We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct application of a classical theorem due to Bobkov and G{o}tze.



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