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Distances and diameters in concentration inequalities: from geometry to optimal assignment of sampling resources

Sullivan, Tim J. and Owhadi, Houman (2002) Distances and diameters in concentration inequalities: from geometry to optimal assignment of sampling resources. International Journal for Uncertainty Quantification, 2 (1). pp. 21-38. ISSN 2152-5080. doi:10.1615/Int.J.UncertaintyQuantification.2011003433.

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This note reviews, compares and contrasts three notions of "distance" or "size" that arise often in concentration-of-measure inequalities. We review Talagrand′s convex distance and McDiarmid′s diameter, and consider in particular the normal distance on a topological vector space

Item Type:Article
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URLURL TypeDescription,69f226067bce0f5b,721bdd650e6dde89.htmlPublisherArticle
Owhadi, Houman0000-0002-5677-1600
Additional Information:© 2002 Begell House Inc. Original Manuscript Submitted: 5/3/2011; Final Draft Received: 10/15/2011. The authors acknowledge portions of this work have been supported by the United States Department of Energy National Nuclear Security Administration under Award Number DE-FC52-08NA28613 through the California Institute of Technology’s ASC/PSAAP Center for the Predictive Modeling and Simulation of High Energy Density Dynamic Response of Materials.
Funding AgencyGrant Number
Department of Energy (DOE) National Nuclear Security AdministrationDE-FC52-08NA28613
Subject Keywords:concentration of measure, large deviations, normal distance, optimal sampling, Talagrand distance, uncertainty quantification
Issue or Number:1
Record Number:CaltechAUTHORS:20170408-142731157
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Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:75947
Deposited By: 1Science Import
Deposited On:21 Apr 2017 20:28
Last Modified:15 Nov 2021 16:56

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