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An extension of McDiarmid's inequality

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arxiv 1511.05240 v4 pith:SAYUIO2E submitted 2015-11-17 cs.LG math.PRmath.STstat.TH

Richard Combes This is my paper · ORCID
classification cs.LGmath.PRmath.STstat.TH
keywords extensionfunctionsinequalitymcdiarmidargumentaroundboundedconcentrate
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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.

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