Aaditya Ramdas (CMU) -- Exponential line-crossing inequalities

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MIFODS - Stochastics and Statistics Seminar.
Cambridge, US
April 12, 2019
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Xj Chen




In the paper of ``Exponential Line Crossing Inequalities'', the authors are using the idea of sub \psi and variance process V_t to unify all kinds of concentration inequalities. Actually, in Chen's paper, the same idea was proposed by using the function \varphi and variance bounding function V_t to unify a wide range of concentration inequalities.

xjchen