Concentration Inequalities
Graduate Course, IISc, 2024
Lecture notes consists of materials from my coursework at IISc.
- Lec-1: Introduction to Concentration Inequalities
- Lec-2: Cramer-Chernoff Method
- Lec-3: Hoeffding, Bennet & Bernstein Inequalities
- Lec-4: Azuma and McDiarmaid’s Inqualities
- Lec-5: Efron-Stein Inequalities
- Lec-6: Gaussian-Poincare Inequlality
- Lec-7: Concentration bounds from Efron-Stein
- Lec-8: Herbst’s argument and Entropy method
- Lec-9: Tensorization and Log-Sobolev Inequality
- Lec-10: Entropy Method
- Lec-11: Variational Formula for KL-Divergence
- Lec-12: Modified Log-Sobolev Inequality
- Lec-13: Concentration of meansure: Transportation Method
- Lec-14: Transporation Lemma
- Lec-15: Beyond Bounded Differences
- Lec-16: Marton’s Conditional Cost Inequality
- Lec-17: Isoperimetry
- Lec-18: Bounding Concentration Function