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Chernoff, Hoeffding, etc. bounds

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17:47·2020·graduate level

This session outlines the general statements of Chernoff and Hoeffding bounds, exploring concepts like negative association and the 'Sampling Theorem' for estimating means.

General statement of Chernoff and Hoeffding bounds, plus comments on negative association and the "Sampling Theorem" for estimating the mean of a random variable. Lecture 5c of "CS Theory Toolkit": a semester-long graduate course on math and CS fundamentals for research in theoretical computer science, taught at Carnegie Mellon University.

Resources for this lecture:

Chapter 2, "Basic tail and concentration bounds" of Wainwright's book "High dimensional statistics"

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