Lecture

Concentration Inequalities: Hoeffding's Inequality

In course

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Description

This lecture covers concentration inequalities, focusing on Hoeffding's inequality. It explains the concept using sequences of independent and integrable random variables, discussing how the probability tends to zero as the sample size increases. The lecture also delves into the proof of Hoeffding's inequality and its consequences, such as the strong law of large numbers and Chebyshev's inequality.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_wocz4xcs

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