📔 Concentration Inequalities

📌 Logistics: 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
• Lec-19: Log-Sobolev Ineq. & connection to Stam’s Ineq.
• Lec-20: Log-Sobolev & Stam’s Ineq: information theoretic view
• Lec-21: Hyper-contractivity
• Lec-22: Gaussian Log-Sobolev Ineq. & connection to hyper-contractivity
• Lec-23: Uniform Deviation Bounds & Law of Iterated Logarithms
• Lec-24: Concentration of Self Bounding Functions