Concentration Inequalities for Bounded Random Vectors
classification
🧮 math.PR
cs.LGmath.STstat.TH
keywords
inequalitiesboundedconcentrationrandomvectorsapplicationsapplyderive
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We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions to obtain multivariate concentration inequalities.
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