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PDF-ConcentrationinequalitiesWhatareconcentrationinequalities?Fromanappli

PDF-ConcentrationinequalitiesWhatareconcentrationinequalities?Fromanappli

Author : liane-varnes | Published Date : 2016-03-22

SteinsmethodXX0andYarerandomvariablesonsomegeneralspaceXX0isanexchangeablepairWanttoboundjEfXEfYjSteinsmethodaFindFsuchthatFxyFyxandEFXX0jXfXEfXbConstructZsu

Stein'smethodX andYarerandomvariablesonsomegeneralspace.(X;X0)isanexchangeablepair.WanttoboundjEf(X)Ef(Y)j.Stein'smethod:(a)FindFsuchthatF(x;y)=F(y;x) andE(F(X;X0)jX)=f(X)Ef(X).(b)ConstructZsu

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