T11.9.1 Concentration inequalities and tail bounds
Let's see all inequalities in one place. I recently summarized the for myself. There was a lot of interest on twitter, so here I posting the revised notes.
Acknowledgments: Many thanks to John Watrous, who was kind to provide me with some useful references on the subject. I have included these in the bibliography of the tech note.
Download note pdf here. (or see below)
Leave comments, ideas, suggestions below. I will try to update.
Screenshot of main page as a reference:
“Making a list,
checking it twice,
going to see
which inequality
is nice!
Markov? Hoeffding? Jensen? Chebyshev? Chernoff? ”
PDF embedding
You can click below to download pdf.
Leave comments, ideas, suggestions below. I will try to update.
Updating the list,
based on tweets,
ready to hit the streets,
I seek more comments!
Let me know what might be missing?