On Talagrand's deviation inequalities for product measures
ESAIM: Probability and Statistics (2010)
- Volume: 1, page 63-87
- ISSN: 1292-8100
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topLedoux, Michel. "On Talagrand's deviation inequalities for product measures." ESAIM: Probability and Statistics 1 (2010): 63-87. <http://eudml.org/doc/116580>.
@article{Ledoux2010,
abstract = {
We present a new and simple approach to some of the deviation inequalities
for product measures deeply investigated by M. Talagrand in the recent years.
Our method is based on functional inequalities of Poincaré and logarithmic
Sobolev type and iteration of these inequalities. In particular, we establish
with theses tools sharp deviation inequalities from the mean on norms of sums
of independent random vectors and empirical processes. Concentration for
the Hamming distance may also be deduced from this approach.
},
author = {Ledoux, Michel},
journal = {ESAIM: Probability and Statistics},
keywords = {Concentration of measure / logarithmic Sobolev inequalities /
product measures / deviation inequalities / convex functions /
bounds on empirical processes.; deviation inequalities for product measures; functional inequalities; empirical processes; Hamming distance},
language = {eng},
month = {3},
pages = {63-87},
publisher = {EDP Sciences},
title = {On Talagrand's deviation inequalities for product measures},
url = {http://eudml.org/doc/116580},
volume = {1},
year = {2010},
}
TY - JOUR
AU - Ledoux, Michel
TI - On Talagrand's deviation inequalities for product measures
JO - ESAIM: Probability and Statistics
DA - 2010/3//
PB - EDP Sciences
VL - 1
SP - 63
EP - 87
AB -
We present a new and simple approach to some of the deviation inequalities
for product measures deeply investigated by M. Talagrand in the recent years.
Our method is based on functional inequalities of Poincaré and logarithmic
Sobolev type and iteration of these inequalities. In particular, we establish
with theses tools sharp deviation inequalities from the mean on norms of sums
of independent random vectors and empirical processes. Concentration for
the Hamming distance may also be deduced from this approach.
LA - eng
KW - Concentration of measure / logarithmic Sobolev inequalities /
product measures / deviation inequalities / convex functions /
bounds on empirical processes.; deviation inequalities for product measures; functional inequalities; empirical processes; Hamming distance
UR - http://eudml.org/doc/116580
ER -
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