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A Bernstein-type inequality for functions of bounded interaction

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arxiv 1701.06191 v2 pith:FTPQMBZX submitted 2017-01-22 math.PR

Andreas Maurer This is my paper · ORCID
classification math.PR
keywords functionsinequalityapplicationsargumentargumentsbernsteinbernstein-typebounded
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We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the other arguments. Applications sharpen existing bounds for U-statistics and the generalization error of regularized least squares.

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