Concentration Inequalities from Likelihood Ratio Method

TL;DR

This paper introduces a likelihood-ratio method to derive concentration inequalities for various distributions, providing a new approach that does not rely on minimizing moment generating functions.

Contribution

It presents a novel likelihood-ratio technique for deriving concentration inequalities across multiple distributions, expanding the toolkit beyond traditional methods.

Findings

Developed new concentration inequalities for multiple distributions

Demonstrated the effectiveness of the likelihood-ratio approach

Provided inequalities without using moment generating functions

Abstract

We explore the applications of our previously established likelihood-ratio method for deriving concentration inequalities for a wide variety of univariate and multivariate distributions. New concentration inequalities for various distributions are developed without the idea of minimizing moment generating functions.