Chernoff, Hoeffding, etc. bounds || @ CMU || Lecture 5c of CS Theory Toolkit

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  • เผยแพร่เมื่อ 21 ต.ค. 2024
  • General statement of Chernoff and Hoeffding bounds, plus comments on negative association and the "Sampling Theorem" for estimating the mean of a random variable. Lecture 5c of "CS Theory Toolkit": a semester-long graduate course on math and CS fundamentals for research in theoretical computer science, taught at Carnegie Mellon University.
    Resources for this lecture:
    Chapter 2, "Basic tail and concentration bounds" of Wainwright's book "High dimensional statistics"
    Dubhashi--Panconesi book "Concentration of measure for the analysis of randomized algorithms"
    Mitzenmacher--Upfal book "Probability and computing"
    McDiarmid's article "On the method of bounded differences"
    Joag-Dev and Proschan's article "Negative association of random variables and applications"
    Taught by Ryan O'Donnell (www.cs.cmu.edu...)
    Course homepage on CMU's Diderot system: www.diderot.on...
    Filmed by Cole H. for Panopto (www.panopto.com/)
    Thumbnail photo by Rebecca Kiger (www.rebeccakph...)

ความคิดเห็น • 3

  • @hanmaslin
    @hanmaslin ปีที่แล้ว

    Is there an error on the Hoeffding bound? Wikipedia has an extra factor of 2 outside the exponential.

    • @alex_xiong
      @alex_xiong ปีที่แล้ว

      The wiki page shows exactly the same bound Prof O'Donnell wrote: en.wikipedia.org/wiki/Chernoff_bound#Sums_of_independent_bounded_random_variables
      could you share the link to the expression you saw?

    • @hanmaslin
      @hanmaslin ปีที่แล้ว

      @@alex_xiong en.wikipedia.org/wiki/Hoeffding%27s_inequality
      Third expression in "Statement".