Calculating expectations of concentrated random variables of bounded-differences type
$begingroup$
Is there a nice general way of calculating the expectation variable for which I can derive concentration bounds using the method of bounded differences?
I have seen quite a few application of the Chernoff-Hoeffding inequality and it was always rather easy to compute the expectation that the random variable was concentrated around.
I was reading about the Azuma's inequality and the method of bounded differences and it seems to me that it can often be quite difficult to compute the expectation. For example, I have seen a very short proof of concentration of the chromatic number in random graphs using the edge exposure martingales. How do I get the expected value?
inequality random-variables random expected-value concentration-of-measure
asked Dec 4 '18 at 10:20
user2316602user2316602
286
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add a comment |
$begingroup$
Is there a nice general way of calculating the expectation variable for which I can derive concentration bounds using the method of bounded differences?
I have seen quite a few application of the Chernoff-Hoeffding inequality and it was always rather easy to compute the expectation that the random variable was concentrated around.
I was reading about the Azuma's inequality and the method of bounded differences and it seems to me that it can often be quite difficult to compute the expectation. For example, I have seen a very short proof of concentration of the chromatic number in random graphs using the edge exposure martingales. How do I get the expected value?
inequality random-variables random expected-value concentration-of-measure
asked Dec 4 '18 at 10:20
user2316602user2316602
286
$endgroup$
add a comment |
$begingroup$
Is there a nice general way of calculating the expectation variable for which I can derive concentration bounds using the method of bounded differences?
I have seen quite a few application of the Chernoff-Hoeffding inequality and it was always rather easy to compute the expectation that the random variable was concentrated around.
I was reading about the Azuma's inequality and the method of bounded differences and it seems to me that it can often be quite difficult to compute the expectation. For example, I have seen a very short proof of concentration of the chromatic number in random graphs using the edge exposure martingales. How do I get the expected value?
inequality random-variables random expected-value concentration-of-measure
asked Dec 4 '18 at 10:20
user2316602user2316602
286
$endgroup$
Is there a nice general way of calculating the expectation variable for which I can derive concentration bounds using the method of bounded differences?
I have seen quite a few application of the Chernoff-Hoeffding inequality and it was always rather easy to compute the expectation that the random variable was concentrated around.
I was reading about the Azuma's inequality and the method of bounded differences and it seems to me that it can often be quite difficult to compute the expectation. For example, I have seen a very short proof of concentration of the chromatic number in random graphs using the edge exposure martingales. How do I get the expected value?
inequality random-variables random expected-value concentration-of-measure
inequality random-variables random expected-value concentration-of-measure
asked Dec 4 '18 at 10:20
user2316602user2316602
286
asked Dec 4 '18 at 10:20
user2316602user2316602
286
asked Dec 4 '18 at 10:20
user2316602user2316602
286
asked Dec 4 '18 at 10:20
user2316602user2316602
286
asked Dec 4 '18 at 10:20
user2316602user2316602
286
286
add a comment |
add a comment |
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