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A Sharp Concentration Inequality with Applications

Universitat Pompeu Fabra, Department of Economics Working Paper No. 376

Posted: 27 Sep 1999

See all articles by Stephane Boucheron

Stephane Boucheron

University of Angers - French National Center for Scientific Research (CNRS); Université Paris XI Sud

Gábor Lugosi

Universitat Pompeu Fabra (UPF) - Faculty of Economic and Business Sciences

Pascal Massart

Université Paris XI Sud

Abstract

We present a new general concentration-of-measure inequality and illustrate its power by applications in random combinatorics. The results find direct applications in some problems of learning theory.

JEL Classification: C1

Suggested Citation

Boucheron, Stephane and Lugosi, Gábor and Massart, Pascal, A Sharp Concentration Inequality with Applications. Universitat Pompeu Fabra, Department of Economics Working Paper No. 376, Available at SSRN: https://ssrn.com/abstract=163278

Stephane Boucheron

University of Angers - French National Center for Scientific Research (CNRS) ( email )

3, rue Michel-Ange
Paris cedex 16, 75794
FRANCE

Université Paris XI Sud ( email )

15, rue Georges Clemenceau
Orsay cedex, 91405
France

Gábor Lugosi (Contact Author)

Universitat Pompeu Fabra (UPF) - Faculty of Economic and Business Sciences ( email )

Ramon Trias Fargas 25-27
Barcelona, 08005
Spain
(34-93) 542 27 66 (Phone)
(34-93) 542 17 46 (Fax)

Pascal Massart

Université Paris XI Sud

15, rue Georges Clemenceau
Orsay cedex, 91405
France

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