Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers Azuma's inequality in the context of martingales with bounded differences. Starting with the statement of the theorem, it progresses to the proof involving the differences of the martingale. The lecture then delves into Chebyshev's inequality and its application in the context of martingales. The generalization of Azuma's inequality is discussed, emphasizing the conditions under which the inequality holds.