Institute of Information Theory and Automation

You are here

Measure Concentration Minischool

2012-08-22

organized by F. Matúš

Institute of Information Theory and Automation, Prague Room 25, UTIA AVCR, Pod Vodárenskou věží 4, 18208 Praha 8

Tuesday, August 21, 2012

  • 9:00-9:30 Introductory examples (F. Matus)
  • 9:30-11:00 Hoeffding and Bennett inequalities [4, 6] (J. Rauh)
  • 11:30-12:30 Improvements of Hoeffding inequalities (P. Harremoes)
  • 14:30-15:30 Concentration functions and inequalities I [5] (S. Weis)
  • 15:30-16:30 Concentration functions and inequalities II (M. Muller)
  • 17:00-18:00 Matrix concentration inequalities (F. Matus)

Wednesday, August 22, 2012

  • 9:00-10:00 Stein’s method for concentration inequalities [3, 1](S. Weis)
  • 10:00-11:00 Talagrand inequality [4] (J. Rauh)
  • 11:30-12:30 Dembo’s proof of Talagrand inequality [2] (F. Matus)
  • 14:30-15:30 Log-Sobolev inequalities (P. Harremoes)
  • 15:30-17:00 Concentration in quantum settings (M. Muller)

References

  • [1] S. Chatterjee (2007) Stein’s method for concentration inequalities. Probab. Th. and Relat. Fields 138 305–321.
  • [2] A. Dembo and O. Zeitouni (1998) Large Deviations Techniques and Applications. Springer, New York.
  • [3] G. Lugosi (2006) Concentration-of-measure inequalities (on web)
  • [4] C. McDiarmid (1998) Concentration. in: Probabilistic Methods for Algorithmic Discrete Mathematics M. Habib et at (Eds.) Springer, Berlin, 195–248.
  • [5] M. Ledoux (2001) The Concentration of Measure Phenomenon. AMS Math. Surveys and Monographs 89.
  • [6] I. Sason (2012) Refined versions of the Azuma-Hoeffding inequality with applications in information theory.
2018-05-02 13:37