# Concentration Inequalities

- Institution: IISc Bangalore
- Department: Electrical Engineering
- Teacher: Prof. Aditya Gopalan Prof. Himanshu tyagi
- Level: Undergraduate
- Language: English
- Subjects: Engineering
- Source: [NPTEL](https://nptel.ac.in/courses/108108181)
- Licence: [CC BY-NC-SA](https://nptel.ac.in/faq) (Non-commercial use only.)
- Syllabus: [at the source](https://nptel.ac.in/courses/108108181)
- Who can watch: Tweens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

## Lectures

1. [mod01lec01 Why study concentration inequalities?](https://invisiblenetwork.ai/learn/nptel/108108181/c97a6979f011) (Video)
2. [mod01lec02 Chernoff bound](https://invisiblenetwork.ai/learn/nptel/108108181/316ba20d3ab3) (Video)
3. [mod01lec03 Examples of Chernoff bound for common distributions](https://invisiblenetwork.ai/learn/nptel/108108181/7ff81d7b9ba6) (Video)
4. [mod02lec04 Hoeffding and Bernstein inequalities](https://invisiblenetwork.ai/learn/nptel/108108181/024b39539252) (Video)
5. [mod02lec05 Azuma and McDiarmid inequalities](https://invisiblenetwork.ai/learn/nptel/108108181/8426c9fbb745) (Video)
6. [mod03lec06 Bounding variance using the Efron-Stein inequality](https://invisiblenetwork.ai/learn/nptel/108108181/0a09424648e5) (Video)
7. [mod03lec07 The Gaussian-Poincare inequality](https://invisiblenetwork.ai/learn/nptel/108108181/7bdabb78dfb0) (Video)
8. [mod03lec08 Tail bounds using the Efron-Stein inequality](https://invisiblenetwork.ai/learn/nptel/108108181/eee48cfdf2f9) (Video)
9. [mod04lec09 Herbst's argument and the entropy method](https://invisiblenetwork.ai/learn/nptel/108108181/5b92216fb444) (Video)
10. [mod04lec10 Log-Sobolev inequalities](https://invisiblenetwork.ai/learn/nptel/108108181/052483ea8970) (Video)
11. [mod04lec11 Binary and Gaussian Log-Sobolev inequalities and concentration](https://invisiblenetwork.ai/learn/nptel/108108181/34a3247365fb) (Video)
12. [mod05lec12 Variational formulae forKullback-Leibler and Bregman Divergence](https://invisiblenetwork.ai/learn/nptel/108108181/3c0813f83036) (Video)
13. [mod05lec13 A modified log-Sobolev inequality and concentration](https://invisiblenetwork.ai/learn/nptel/108108181/8328746e1853) (Video)
14. [mod05lec14 Introduction to the transportation method for showing concentration bounds](https://invisiblenetwork.ai/learn/nptel/108108181/c6fb7367ea1d) (Video)
15. [mod05lec15 Transportationlemma and a proof of McDiarmid's inequality using the transportation method](https://invisiblenetwork.ai/learn/nptel/108108181/eb0d3067c5f0) (Video)
16. [mod06lec16 Concentration bounds for functions beyond bounded difference using transportation method](https://invisiblenetwork.ai/learn/nptel/108108181/fa0814ab1e37) (Video)
17. [mod06lec17 Marton's conditional transportation cost inequality](https://invisiblenetwork.ai/learn/nptel/108108181/8ae4d1bc2aa8) (Video)
18. [mod06lec18 Isoperimetry and concentration of measure](https://invisiblenetwork.ai/learn/nptel/108108181/e3fa0dc9a80c) (Video)
19. [mod06lec19 Isoperimetry and bounded difference](https://invisiblenetwork.ai/learn/nptel/108108181/07fead092a43) (Video)
20. [mod07lec20 Equivalence of Stam's inequality and log Sobolev inequality](https://invisiblenetwork.ai/learn/nptel/108108181/4e84aa7487af) (Video)
21. [mod07lec21 An information theoretic proof of log Sobolev inequality](https://invisiblenetwork.ai/learn/nptel/108108181/ef998907030f) (Video)
22. [mod07lec22 Hypercontractivity and strong data processing inequality for Rényi divergence](https://invisiblenetwork.ai/learn/nptel/108108181/102c31b11bc8) (Video)
23. [mod07lec23 An information theoretic characterization of hypercontractivity](https://invisiblenetwork.ai/learn/nptel/108108181/1a22b7f76e06) (Video)
24. [mod07lec24 Equivalence of Gaussian hypercontractivity and Gaussian log Sobolev inequality](https://invisiblenetwork.ai/learn/nptel/108108181/984ac92463bd) (Video)
25. [mod08lec25 Uniform deviation bounds for random walks and the law of the iterated logarithm](https://invisiblenetwork.ai/learn/nptel/108108181/2fe8193d8a9c) (Video)
26. [mod08lec26 Self normalized concentration inequalities and application to online regression](https://invisiblenetwork.ai/learn/nptel/108108181/fe49196ed1ba) (Video)
27. [Live Session 22-09-2021](https://invisiblenetwork.ai/learn/nptel/108108181/c97a6979f011-2) (Video)