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On Concentration Inequalities for Vector-Valued Lipschitz Functions

Published 28 Feb 2021 in math.PR | (2103.00651v1)

Abstract: We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct application of a classical theorem due to Bobkov and G\"{o}tze.

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