Learn · Concentration Inequalities

Lecture 13 of 27week-05

mod05lec13 A modified log-Sobolev inequality and concentration

Prof. Aditya Gopalan Prof. Himanshu tyagi · IISc Bangalore

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Concentration Inequalities, IISc Bangalore (at NPTEL)
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CC BY-NC-SA, as NPTEL states it. Non-commercial use only.
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All the lectures

  1. mod01lec01 Why study concentration inequalities? Video
  2. mod01lec02 Chernoff bound Video
  3. mod01lec03 Examples of Chernoff bound for common distributions Video
  4. mod02lec04 Hoeffding and Bernstein inequalities Video
  5. mod02lec05 Azuma and McDiarmid inequalities Video
  6. mod03lec06 Bounding variance using the Efron-Stein inequality Video
  7. mod03lec07 The Gaussian-Poincare inequality Video
  8. mod03lec08 Tail bounds using the Efron-Stein inequality Video
  9. mod04lec09 Herbst's argument and the entropy method Video
  10. mod04lec10 Log-Sobolev inequalities Video
  11. mod04lec11 Binary and Gaussian Log-Sobolev inequalities and concentration Video
  12. mod05lec12 Variational formulae forKullback-Leibler and Bregman Divergence Video
  13. mod05lec13 A modified log-Sobolev inequality and concentration Video
  14. mod05lec14 Introduction to the transportation method for showing concentration bounds Video
  15. mod05lec15 Transportationlemma and a proof of McDiarmid's inequality using the transportation method Video
  16. mod06lec16 Concentration bounds for functions beyond bounded difference using transportation method Video
  17. mod06lec17 Marton's conditional transportation cost inequality Video
  18. mod06lec18 Isoperimetry and concentration of measure Video
  19. mod06lec19 Isoperimetry and bounded difference Video
  20. mod07lec20 Equivalence of Stam's inequality and log Sobolev inequality Video
  21. mod07lec21 An information theoretic proof of log Sobolev inequality Video
  22. mod07lec22 Hypercontractivity and strong data processing inequality for Rényi divergence Video
  23. mod07lec23 An information theoretic characterization of hypercontractivity Video
  24. mod07lec24 Equivalence of Gaussian hypercontractivity and Gaussian log Sobolev inequality Video
  25. mod08lec25 Uniform deviation bounds for random walks and the law of the iterated logarithm Video
  26. mod08lec26 Self normalized concentration inequalities and application to online regression Video
  27. Live Session 22-09-2021 Video