Concentration Inequalities for Multinoulli Random Variables
Jian Qian, Ronan Fruit, Matteo Pirotta, Alessandro Lazaric
TL;DR
This paper explores concentration inequalities specifically for Dirichlet and Multinomial distributions, providing theoretical bounds on their deviations.
Contribution
It introduces new concentration inequalities tailored for Multinoulli and Dirichlet distributions, extending existing probabilistic bounds.
Findings
Derived novel concentration bounds for Multinoulli variables
Extended inequalities to Dirichlet distributions
Provided theoretical insights into distribution deviations
Abstract
We investigate concentration inequalities for Dirichlet and Multinomial random variables.
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Taxonomy
TopicsBayesian Methods and Mixture Models · Probability and Risk Models · advanced mathematical theories