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 |