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A Bennett Concentration Inequality and Its Application to Suprema of Empirical Processes

2002

Article

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We introduce new concentration inequalities for functions on product spaces. They allow to obtain a Bennett type deviation bound for suprema of empirical processes indexed by upper bounded functions. The result is an improvement on Rio's version \cite{Rio01b} of Talagrand's inequality \cite{Talagrand96} for equidistributed variables.

Author(s): Bousquet, O.
Journal: C. R. Acad. Sci. Paris, Ser. I
Volume: 334
Pages: 495-500
Year: 2002
Day: 0

Department(s): Empirical Inference
Bibtex Type: Article (article)

Digital: 0
Organization: Max-Planck-Gesellschaft
School: Biologische Kybernetik

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@article{1441,
  title = {A Bennett Concentration Inequality and Its Application to Suprema of Empirical Processes},
  author = {Bousquet, O.},
  journal = {C. R. Acad. Sci. Paris, Ser. I},
  volume = {334},
  pages = {495-500},
  organization = {Max-Planck-Gesellschaft},
  school = {Biologische Kybernetik},
  year = {2002}
}