On McDiarmid's concentration inequality
type: Dataset
description: In this paper we improve the rate function in the McDiarmid concentration inequality for separately Lipschitz functions of independent random variables. In particular the rate function tends to infinity at the boundary. We also prove that in some cases the usual normalization factor is not adequate and may be improved.
landing page: https://hal.science/hal-00798275
keyword: concentration-inequality
keyword: hoeffding-inequality
keyword: infoeu-reposemanticspreprint
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: mcdiarmid-inequality
keyword: msc-60e15
keyword: preprints-working-papers-
issued: 2026-05-13T07:08:45.238650
modified: 2026-05-13T07:08:45.238656
language: en
contact point: Organization
  fn: CCSD

test_moissonnage_selune
type: Agent

On McDiarmid's concentration inequality
type: Distribution
format: HTML
access URL: https://hal.science/hal-00798275
issued: 2026-05-13T07:08:45.257452
modified: 2026-05-13T07:08:45.206177