Exponential concentration inequalities for additive functionals of Markov chains
نویسندگان
چکیده
منابع مشابه
Concentration Inequalities for Density Functionals
Estimating various kinds of entropy, mutual information, divergence, and other kinds of integral functionals of probability densities in a statistically consistent manner is of great importance in many machine learning tasks. Although this is a fundamental problem in nonparametric statistics, to the best of our knowledge there have been no finite sample exponential concentration bounds derived ...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2015
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2014032