Applications of Chernoff and Bernstein Type Bounds in Asymptotic Geometric Analysis
Author | : Omer Friedland |
Publisher | : |
Total Pages | : 88 |
Release | : 2009 |
ISBN-10 | : OCLC:457125200 |
ISBN-13 | : |
Rating | : 4/5 (00 Downloads) |
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Author | : Omer Friedland |
Publisher | : |
Total Pages | : 88 |
Release | : 2009 |
ISBN-10 | : OCLC:457125200 |
ISBN-13 | : |
Rating | : 4/5 (00 Downloads) |
Author | : Roman Vershynin |
Publisher | : Cambridge University Press |
Total Pages | : 299 |
Release | : 2018-09-27 |
ISBN-10 | : 9781108415194 |
ISBN-13 | : 1108415199 |
Rating | : 4/5 (94 Downloads) |
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Author | : Joel Tropp |
Publisher | : |
Total Pages | : 256 |
Release | : 2015-05-27 |
ISBN-10 | : 1601988389 |
ISBN-13 | : 9781601988386 |
Rating | : 4/5 (89 Downloads) |
Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. It is therefore desirable to have tools for studying random matrices that are flexible, easy to use, and powerful. Over the last fifteen years, researchers have developed a remarkable family of results, called matrix concentration inequalities, that achieve all of these goals. This monograph offers an invitation to the field of matrix concentration inequalities. It begins with some history of random matrix theory; it describes a flexible model for random matrices that is suitable for many problems; and it discusses the most important matrix concentration results. To demonstrate the value of these techniques, the presentation includes examples drawn from statistics, machine learning, optimization, combinatorics, algorithms, scientific computing, and beyond.
Author | : Cornell University. Dept. of Computer Science |
Publisher | : |
Total Pages | : 28 |
Release | : 1992 |
ISBN-10 | : OCLC:255882035 |
ISBN-13 | : |
Rating | : 4/5 (35 Downloads) |
Chernoff-Hoeffding bounds are fundamental tools used in bounding the tail probabilities of the sums of bounded and independent random variables. We present a simple technique which gives slightly better bounds than these and which, more importantly, requires only limited independence among the random variables, thereby importing a variety of standard results to the case of limited independence for free. Additional methods are also presented, and the aggregate results are very sharp and provide a better understanding of the proof techniques behind these bounds. They also yield improved bounds for various tail probability distributions and enable improved approximation algorithms for jobshop scheduling. The ``limited independence'' result implies that weaker sources of randomness are sufficient for randomized algorithms whose analyses use the Chernoff-Hoeffding bounds; further, it leads to algorithms that require a reduced amount of randomness for any analysis which uses the Chernoff-Hoeffding bounds, e.g., the analysis of randomized algorithms for random sampling and oblivious packet routing.
Author | : Stéphane Boucheron |
Publisher | : Oxford University Press |
Total Pages | : 492 |
Release | : 2013-02-07 |
ISBN-10 | : 9780199535255 |
ISBN-13 | : 0199535256 |
Rating | : 4/5 (55 Downloads) |
Describes the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities to transportation arguments to information theory. Applications to the study of empirical processes, random projections, random matrix theory, and threshold phenomena are also presented.
Author | : Devdatt P. Dubhashi |
Publisher | : Cambridge University Press |
Total Pages | : 213 |
Release | : 2009-06-15 |
ISBN-10 | : 9781139480994 |
ISBN-13 | : 1139480995 |
Rating | : 4/5 (94 Downloads) |
Randomized algorithms have become a central part of the algorithms curriculum, based on their increasingly widespread use in modern applications. This book presents a coherent and unified treatment of probabilistic techniques for obtaining high probability estimates on the performance of randomized algorithms. It covers the basic toolkit from the Chernoff–Hoeffding bounds to more sophisticated techniques like martingales and isoperimetric inequalities, as well as some recent developments like Talagrand's inequality, transportation cost inequalities and log-Sobolev inequalities. Along the way, variations on the basic theme are examined, such as Chernoff–Hoeffding bounds in dependent settings. The authors emphasise comparative study of the different methods, highlighting respective strengths and weaknesses in concrete example applications. The exposition is tailored to discrete settings sufficient for the analysis of algorithms, avoiding unnecessary measure-theoretic details, thus making the book accessible to computer scientists as well as probabilists and discrete mathematicians.
Author | : Tor Lattimore |
Publisher | : Cambridge University Press |
Total Pages | : 537 |
Release | : 2020-07-16 |
ISBN-10 | : 9781108486828 |
ISBN-13 | : 1108486827 |
Rating | : 4/5 (28 Downloads) |
A comprehensive and rigorous introduction for graduate students and researchers, with applications in sequential decision-making problems.
Author | : Michel Talagrand |
Publisher | : Springer Science & Business Media |
Total Pages | : 227 |
Release | : 2005-12-08 |
ISBN-10 | : 9783540274995 |
ISBN-13 | : 3540274995 |
Rating | : 4/5 (95 Downloads) |
The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After contributions by R. Dudley and X. Fernique, it was solved by the author. This book provides an overview of "generic chaining", a completely natural variation on the ideas of Kolmogorov. It takes the reader from the first principles to the edge of current knowledge and to the open problems that remain in this domain.
Author | : Michel Habib |
Publisher | : Springer Science & Business Media |
Total Pages | : 342 |
Release | : 2013-03-14 |
ISBN-10 | : 9783662127889 |
ISBN-13 | : 3662127881 |
Rating | : 4/5 (89 Downloads) |
Leave nothing to chance. This cliche embodies the common belief that ran domness has no place in carefully planned methodologies, every step should be spelled out, each i dotted and each t crossed. In discrete mathematics at least, nothing could be further from the truth. Introducing random choices into algorithms can improve their performance. The application of proba bilistic tools has led to the resolution of combinatorial problems which had resisted attack for decades. The chapters in this volume explore and celebrate this fact. Our intention was to bring together, for the first time, accessible discus sions of the disparate ways in which probabilistic ideas are enriching discrete mathematics. These discussions are aimed at mathematicians with a good combinatorial background but require only a passing acquaintance with the basic definitions in probability (e.g. expected value, conditional probability). A reader who already has a firm grasp on the area will be interested in the original research, novel syntheses, and discussions of ongoing developments scattered throughout the book. Some of the most convincing demonstrations of the power of these tech niques are randomized algorithms for estimating quantities which are hard to compute exactly. One example is the randomized algorithm of Dyer, Frieze and Kannan for estimating the volume of a polyhedron. To illustrate these techniques, we consider a simple related problem. Suppose S is some region of the unit square defined by a system of polynomial inequalities: Pi (x. y) ~ o.
Author | : Gilles Barthe |
Publisher | : Cambridge University Press |
Total Pages | : 583 |
Release | : 2020-12-03 |
ISBN-10 | : 9781108488518 |
ISBN-13 | : 110848851X |
Rating | : 4/5 (18 Downloads) |
This book provides an overview of the theoretical underpinnings of modern probabilistic programming and presents applications in e.g., machine learning, security, and approximate computing. Comprehensive survey chapters make the material accessible to graduate students and non-experts. This title is also available as Open Access on Cambridge Core.