Lecture

Martingale Inequalities

In course

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Description

This lecture covers Hoeffding's inequality, Azuma's inequality, and martingale inequalities, focusing on the concept of finite difference martingale and the conditions under which the inequalities hold. The instructor emphasizes the orthogonality of the Y's in the martingale and provides insights into the exponential bounds of the inequalities.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_ouvv5wy3

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Ontological neighbourhood

Mathematics

Analysis: Numerical analysis

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