On Concentration Inequalities for Vector-Valued Lipschitz Functions

Dimitrios Katselis; Xiaotian Xie; Carolyn L. Beck; R. Srikant

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arXiv · 2103.00651

On Concentration Inequalities for Vector-Valued Lipschitz Functions

Dimitrios Katselis·Xiaotian Xie·Carolyn L. Beck·R. Srikant

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Abstract

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

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Dimitrios Katselis, Xiaotian Xie, Carolyn L. Beck, R. Srikant. 2021-02-28. On Concentration Inequalities for Vector-Valued Lipschitz Functions. https://arxiv.org/abs/2103.00651

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