Part III Concentration

Part of part of the Cambridge Centre for Analysis talks series.

See http://talks.cam.ac.uk/talk/index/65618

  • A correlation identity and consequences
  • Basic exponential inequalities, maximal inequalities
  • Information inequalities and the entropy approach to concentration
  • Concentration and hypercontractivity
  • Concentration on the cube
  • Transportation approach to concentration
  • Application to empirical processes
  • Superconcentration
  • Matrix concentration

Notes

Lecture 4

Lecture 8

Lecture 7

Lecture 6

Exercices

Lecture 5

Lecture 3

Lecture 2

Lecture 1