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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. http://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


Item Type:Article
Related URLs:
URLURL TypeDescription
http://dx.doi.org/10.1615/Int.J.UncertaintyQuantification.2011003433DOIArticle
http://www.dl.begellhouse.com/journals/52034eb04b657aea,69f226067bce0f5b,721bdd650e6dde89.htmlPublisherArticle
ORCID:
AuthorORCID
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.
Group:GALCIT
Funders:
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
Record Number:CaltechAUTHORS:20170408-142731157
Persistent URL:http://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:21 Apr 2017 20:28

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