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arXiv · 2102.06304

Some Hoeffding- and Bernstein-type Concentration Inequalities

Andreas Maurer·Massimiliano Pontil
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Abstract

We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher complexities to Lipschitz function classes and unbounded sub-exponential distribution.

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Andreas Maurer, Massimiliano Pontil. 2021-02-11. Some Hoeffding- and Bernstein-type Concentration Inequalities. https://arxiv.org/abs/2102.06304

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