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
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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 | |||||||||
| 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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