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Hoeffding and Bernstein inequalities for U-statistics without replacement
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2022-05-04 , DOI: 10.1016/j.spl.2022.109528 Jianhang Ai 1 , Ondřej Kuželka 1 , Yuyi Wang 2
中文翻译:
无需替换的 U 统计量的 Hoeffding 和 Bernstein 不等式
更新日期:2022-05-04
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2022-05-04 , DOI: 10.1016/j.spl.2022.109528 Jianhang Ai 1 , Ondřej Kuželka 1 , Yuyi Wang 2
Affiliation
Concentration inequalities quantify random fluctuations of functions of random variables, typically by bounding the probability that such a function differs from its expected value by more than a certain amount. In this paper, we extend Hoeffding’s inequality and Bernstein’s inequality for U-statistics to the setting of sampling without replacement from a finite population.
中文翻译:
无需替换的 U 统计量的 Hoeffding 和 Bernstein 不等式
浓度不等式量化随机变量函数的随机波动,通常通过限制此类函数与其预期值的差异超过一定量的概率。在本文中,我们将 U 统计量的 Hoeffding 不等式和 Bernstein 不等式扩展到从有限总体中进行无替换抽样的设置。