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| Main Author: | |
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| Format: | Preprint |
| Published: |
2015
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/1511.05240 |
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Table of Contents:
- We generalize McDiarmid's inequality for functions with bounded differences on a high probability set, using an extension argument. Those functions concentrate around their conditional expectations. We further extend the results to concentration in general metric spaces.