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The aim of this paper is to establish Hoeffding and Bernstein type concentration inequalities for weighted sums of exchangeable random variables.
Funzione caratteristica di un fenomeno aleatorio
Bruno De Finetti · 1929
Earlier work this paper cites.
The theory of probabilities, 1946
Sergei Bernstein · 1946
Earlier work this paper cites.
Symmetric measures on Cartesian products
Edwin Hewitt and Leonard J Savage · 1955
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Limiting distributions in simple random sampling from a finite population
Jaroslav Hájek · 1960
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Probability inequalities for sums of bounded random variables
Wassily Hoeffding · 1963
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Probability inequalities for the sum in sampling without replacement
Robert J Serfling · 1974
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Finite exchangeable sequences
Persi Diaconis and David Freedman · 1980
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An estimate of the remainder in a combinatorial central limit theorem
Erwin Bolthausen · 1984
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Algorithmic learning in a random world , volume 29
Vladimir Vovk, Alexander Gammerman, and Glenn Shafer · 2005
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Stein’s method for concentration inequalities
Sourav Chatterjee · 2007
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Fast dimension reduction through random permutation
Lu Gan, Thong T Do, and Trac D Tran · 2010
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Concentration inequalities: A nonasymptotic theory of independence, 2013
Stéphane Boucheron, Gábor Lugosi, and Pascal Massart · 2013
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Rémi Bardenet and Odalric-Ambrym Maillard · 2015
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Evan Greene and Jon A Wellner · 2017
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Emmanuel Candès, Yingying Fan, Lucas Janson, and Jinchi Lv · 2018
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Ian Waudby-Smith and Aaditya Ramdas · 2020
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An information-theoretic proof of a finite de Finetti theorem
Lampros Gavalakis and Ioannis Kontoyiannis · 2021
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Time-uniform, nonparametric, nonasymptotic confidence sequences
Steven R Howard, Aaditya Ramdas, Jon McAuliffe, and Jasjeet Sekhon · 2021
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An assumption-free exact test for fixed-design linear models with exchangeable errors
Lihua Lei and Peter J Bickel · 2021
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Conformal prediction: A gentle introduction
Anastasios N Angelopoulos and Stephen Bates · 2023
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Concentration bounds for sampling without replacement and Hoeffding statistics
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Mélisande Albert · 2019
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Risk-limiting financial audits via weighted sampling without replacement
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