Hoeffding and Bernstein inequalities for weighted sums of exchangeable random variables
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Accesso online: | |
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| _version_ | 1866916885487943680 |
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| author | Barber, Rina Foygel |
| author_facet | Barber, Rina Foygel |
| contents | The aim of this paper is to establish Hoeffding and Bernstein type concentration inequalities for weighted sums of exchangeable random variables. A special case is the i.i.d. setting, where random variables are sampled independently from some distribution (and are therefore exchangeable). In contrast to the existing literature on this problem, our results provide a natural unified view of both the i.i.d. and the exchangeable setting. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_06457 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Hoeffding and Bernstein inequalities for weighted sums of exchangeable random variables Barber, Rina Foygel Statistics Theory Probability The aim of this paper is to establish Hoeffding and Bernstein type concentration inequalities for weighted sums of exchangeable random variables. A special case is the i.i.d. setting, where random variables are sampled independently from some distribution (and are therefore exchangeable). In contrast to the existing literature on this problem, our results provide a natural unified view of both the i.i.d. and the exchangeable setting. |
| title | Hoeffding and Bernstein inequalities for weighted sums of exchangeable random variables |
| topic | Statistics Theory Probability |
| url | https://arxiv.org/abs/2404.06457 |