Bounded Differences Inequality (aka Azuma-Hoeffding Inequality)
Автор: MIT OpenCourseWare
Загружено: 2024-11-06
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Описание:
MIT 18.226 Probabilistic Methods in Combinatorics, Fall 2024
Instructor: Yufei Zhao
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An important tail bound in probabilistic analysis. A Lipschitz function with independent random inputs is concentrated about its mean. Two applications: (1) coupon collector problem (2) chromatic number of a random graph.
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