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. https://resolver.caltech.edu/CaltechAUTHORS:20170408-142731157
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Abstract
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
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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. | |||||||||
Group: | GALCIT | |||||||||
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Subject Keywords: | concentration of measure, large deviations, normal distance, optimal sampling, Talagrand distance, uncertainty quantification | |||||||||
Issue or Number: | 1 | |||||||||
DOI: | 10.1615/Int.J.UncertaintyQuantification.2011003433 | |||||||||
Record Number: | CaltechAUTHORS:20170408-142731157 | |||||||||
Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20170408-142731157 | |||||||||
Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | |||||||||
ID Code: | 75947 | |||||||||
Collection: | CaltechAUTHORS | |||||||||
Deposited By: | 1Science Import | |||||||||
Deposited On: | 21 Apr 2017 20:28 | |||||||||
Last Modified: | 15 Nov 2021 16:56 |
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