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We generalize McDiarmid's inequality for functions with bounded differences on a high probability set, using an extension argument.
Uber die zusammenziehende und lipschitzsche transformationen
M. D. Kirszbraun · 1934
Earlier work this paper cites.
Extension of range of functions
E. J. McShane · 1934
Earlier work this paper cites.
The chromatic number of random graphs
B. Bollobás · 1988
Earlier work this paper cites.
On the method of bounded differences
C. McDiarmid · 1989
Earlier work this paper cites.
Isoperimetry and Gaussian analysis
Michel Ledoux · 1996
Earlier work this paper cites.
Concentration
C. McDiarmid · 1998
Earlier work this paper cites.
Concentration of multivariate polynomials and its applications
J. H. Kim and V. H. Vu · 2000
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On the concentration of multivariate polynomials with small expectation
V. H. Vu · 2000
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Algorithmic stability and generalization performance
O. Bousquet and A. Elisseeff · 2001
Cited alongside, same era.
Extensions to McDiarmid’s inequality when differences are bounded with high probability
S. Kutin · 2002
Cited alongside, same era.
Concentration of non-Lipschitz functions and applications
V. H. Vu · 2002
Cited alongside, same era.
Probability and Computing: Randomized Algorithms and Probabilistic Analysis
Michael Mitzenmacher and Eli Upfal · 2005
Cited alongside, same era.
Concentration and moment inequalities for polynomials of independent random variables
W. Schudy and M. Sviridenko · 2012
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Concentration of measure inequalities in information theory, communications, and coding
Maxim Raginsky and Igal Sason · 2013
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Concentration in unbounded metric spaces and algorithmic stability
A. Kontorovich · 2014
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Understanding Machine Learning: From Theory to Algorithms
Shai Shalev-Shwartz and Shai Ben-David · 2014
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On the method of typical bounded differences
L. Warnke · 2015
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e γ e_{{\gamma}} -resolvability
Jingbo Liu, Paul Cuff, and Sergio Verdú · 2017
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