Concentration inequalities for matrix martingales in continuous time
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DOI: 10.1007/s00440-017-0786-9
Abstract: This paper gives new concentration inequalities for the spectral norm of a wide class of matrix martingales in continuous time. These results extend previously established Freedman and Bernstein inequalities for series of random matrices to… read more here.
Keywords: matrix martingales; concentration inequalities; martingales continuous; time ... See more keywords
Concentration Inequalities and Optimal Number of Layers for Stochastic Deep Neural Networks
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DOI: 10.1109/access.2023.3268034
Abstract: We state concentration inequalities for the output of the hidden layers of a stochastic deep neural network (SDNN), as well as for the output of the whole SDNN. These results allow us to introduce an… read more here.
Keywords: concentration inequalities; optimal number; number layers; deep neural ... See more keywords
Transportation and concentration inequalities for bifurcating Markov chains
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DOI: 10.3150/16-bej843
Abstract: We investigate the transportation inequality for bifurcating Markov chains which are a class of processes indexed by a regular binary tree. Fitting well models like cell growth when each individual gives birth to exactly two… read more here.
Keywords: transportation; bifurcating markov; markov; concentration inequalities ... See more keywords