Optimal distribution-free concentration for the log-likelihood function of Bernoulli variables
Abstract This paper aims to establish distribution-free concentration inequalities for the log-likelihood function of Bernoulli variables, which means that the tail bounds are independent of the parameters. Moreover, Bernstein’s and Bennett’s inequalities with optimal constants are obtained. The sim...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2023-06-01
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| Series: | Journal of Inequalities and Applications |
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| Online Access: | https://doi.org/10.1186/s13660-023-02995-1 |
| Summary: | Abstract This paper aims to establish distribution-free concentration inequalities for the log-likelihood function of Bernoulli variables, which means that the tail bounds are independent of the parameters. Moreover, Bernstein’s and Bennett’s inequalities with optimal constants are obtained. The simulation study shows significant improvements over the previous results. |
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| ISSN: | 1029-242X |