Construct · 1 fields · 1 citations

McDiarmid's inequality: a standalone construct

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Probability theory

concentration bound showing that a function of independent variables which changes little when any one variable changes stays close to its mean with high probability.

In probability theory, McDiarmid's inequality refers to concentration bound showing that a function of independent variables which changes little when any one variable changes stays close to its mean with high probability. This meaning comes from McDiarmid (1989) in Surveys in Combinatorics, 1989.[1]

Unit
Recovery means
Measured by

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Nearby constructs

concentration4 fields · 4 citationsjingle · one word, four constructs function5 fields · 6 citationsjingle · one word, five constructs mean3 fields · 6 citationsjingle · one word, three constructs

References

McDiarmid, C. (1989). On the method of bounded differences. In Surveys in Combinatorics, 1989 (pp. 148-188). Cambridge University Press. https://doi.org/10.1017/cbo9781107359949.008

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