3
$\begingroup$

I would like suggestions for a good text on concentration inequalities (examples here https://en.wikipedia.org/wiki/Concentration_inequality). I am looking for sources (texts) that can give strong intuitions in applying these bounds for practical problems. Sources (not limited to textbooks) which have practice problems applied to CS theory or applied math style is ideal for my purpose.

Disclaimer: I am not "yet" an educator, but a researcher who wants to get a good introduction to it before I apply them to my research.

$\endgroup$
5
  • 2
    $\begingroup$ You might want to give a brief description of what you mean by the term "concentration inequalities" or provide a link to a discussion of it. I am not familiar with the term, and perhaps the other readers are not familiar with it too. $\endgroup$
    – JRN
    Sep 20, 2018 at 23:10
  • $\begingroup$ amazon.com/Probability-Inequalities-Zhengyan-Lin/dp/364243777X $\endgroup$
    – user5402
    Sep 21, 2018 at 10:26
  • 1
    $\begingroup$ This is a question that would probably get more answers in math.stackexchange.com $\endgroup$ Sep 22, 2018 at 1:21
  • $\begingroup$ Loève's Probability Theory, $\S$9 for example, might be worth a look. $\endgroup$ Sep 22, 2018 at 16:17
  • $\begingroup$ Did you check external readings and the references linked in the wiki page? $\endgroup$
    – yathish
    Nov 1, 2018 at 4:24

0

Browse other questions tagged or ask your own question.