An extension of McDiarmid's inequality

arXiv:1511.05240v3 Announce Type: replace
Abstract: We generalize McDiarmid's inequality for functions with bounded differences on a high probability set, using an extension argument. Those functions concentrate around their conditional expectations. We further extend the results to concentration in general metric spaces.

abstract arxiv cs.lg differences extension functions general inequality math.pr math.st probability results set spaces stat.th type