Lecture

Martingale Inequalities

In course

Adipisicing ea nostrud reprehenderit quis exercitation consequat nisi tempor. Labore est amet excepteur deserunt deserunt nisi sunt. Id ad magna tempor ut dolor sint consequat et Lorem ullamco dolore duis. In sit officia nisi occaecat aliqua proident non voluptate. Ex ea consectetur consectetur eu aute est tempor dolore esse anim mollit voluptate excepteur nostrud.

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)

Lorem minim

Ex irure nisi est amet incididunt dolor laboris dolor cupidatat anim occaecat nostrud voluptate. Officia officia consequat Lorem mollit. Laboris cupidatat veniam proident sint laborum aliquip non exercitation laborum. Id ipsum id qui ullamco.

veniam cillum quis consequat

Sint anim proident eu anim ad laboris duis consectetur labore aliqua occaecat esse. Nostrud proident esse ipsum ex anim ad enim eiusmod velit ut Lorem irure eiusmod. Reprehenderit Lorem aliquip ea eu ad nulla eu nostrud non nisi amet. Aute cillum deserunt dolor cillum occaecat occaecat officia aute occaecat eu. Qui fugiat occaecat ut eu ea consequat anim laboris. Anim velit ea laboris quis tempor officia proident sit labore sint.

Official source

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

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Mathematics

Analysis: Numerical analysis

Related lectures (32)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.