On concentration inequalities for vector-valued Lipschitz functions

نویسندگان

چکیده

We derive two upper bounds for the probability of deviation a vector-valued Lipschitz function collection random variables from its expected value. The resulting can be tighter than obtained by direct application classical theorem due to Bobkov and Götze.

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ژورنال

عنوان ژورنال: Statistics & Probability Letters

سال: 2021

ISSN: ['1879-2103', '0167-7152']

DOI: https://doi.org/10.1016/j.spl.2021.109071