Chernoff, Hoeffding, etc. bounds || @ CMU || Lecture 5c of CS Theory Toolkit
Автор: Ryan O'Donnell
Загружено: 2020-02-18
Просмотров: 6880
General statement of Chernoff and Hoeffding bounds, plus comments on negative association and the "Sampling Theorem" for estimating the mean of a random variable. Lecture 5c of "CS Theory Toolkit": a semester-long graduate course on math and CS fundamentals for research in theoretical computer science, taught at Carnegie Mellon University.
Resources for this lecture:
Chapter 2, "Basic tail and concentration bounds" of Wainwright's book "High dimensional statistics"
Dubhashi--Panconesi book "Concentration of measure for the analysis of randomized algorithms"
Mitzenmacher--Upfal book "Probability and computing"
McDiarmid's article "On the method of bounded differences"
Joag-Dev and Proschan's article "Negative association of random variables and applications"
Taught by Ryan O'Donnell (https://www.cs.cmu.edu/~odonnell)
Course homepage on CMU's Diderot system: https://www.diderot.one/course/28/
Filmed by Cole H. for Panopto (http://www.panopto.com/)
Thumbnail photo by Rebecca Kiger (https://www.rebeccakphoto.com/)
Доступные форматы для скачивания:
Скачать видео mp4
-
Информация по загрузке:
