Bernstein inequalities

E354909

Bernstein inequalities are fundamental results in approximation theory and probability that provide bounds on the derivatives or deviations of functions and random variables under certain smoothness or moment conditions.

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All labels observed (7)

Statements (49)

Predicate Object
instanceOf approximation theory result
mathematical inequality
probability inequality
appliesTo functions with bounded derivatives
independent random variables
polynomials on a bounded interval
characterizedBy dependence on variance and uniform bound of random variables
exponential decay of tail probabilities
trade-off between variance term and maximal bound term
field approximation theory
probability theory
givesUpperBoundOn supremum norm of derivatives of polynomials
tail probabilities of sums of random variables
hasVariant Bernstein inequalities self-linksurface differs
surface form: Bernstein inequality for polynomials

Bernstein inequalities self-linksurface differs
surface form: Bernstein inequality on compact sets

Bernstein inequalities self-linksurface differs
surface form: Bernstein inequality on the circle

Bernstein inequalities self-linksurface differs
surface form: Bernstein inequality on the real line

Bernstein inequalities self-linksurface differs
surface form: Bernstein-type concentration inequality

classical Bernstein inequality for sums of independent random variables
matrix Bernstein inequality
namedAfter Sergei Natanovich Bernstein
provides bounds on derivatives of polynomials
bounds on deviations of sums of random variables
relatedTo Azuma–Hoeffding inequality
Bennett inequality
Bernstein polynomials
Chernoff bound
Chernoff bound
surface form: Hoeffding inequality

Markov brothers' inequalities
requiresCondition bounded random variables or bounded moments
finite variance
smoothness conditions on functions
typicalAssumption bounded support or sub-exponential tails
independence of summands
zero-mean random variables
usedFor concentration of measure
confidence bounds for random sums
convergence rates of estimators
empirical process theory
error bounds in approximation theory
high-dimensional statistics
large deviations estimates
non-asymptotic probability bounds
statistical learning theory
uniform approximation of functions
usedIn analysis of randomized algorithms
machine learning generalization bounds
risk bounds for empirical risk minimization
signal processing and harmonic analysis

Referenced by (7)

Full triples — surface form annotated when it differs from this entity's canonical label.

Felix Bernstein notableWork Bernstein inequalities
Felix Bernstein notableConcept Bernstein inequalities
this entity surface form: Bernstein inequalities in approximation theory
Bernstein inequalities hasVariant Bernstein inequalities self-linksurface differs
this entity surface form: Bernstein inequality for polynomials
Bernstein inequalities hasVariant Bernstein inequalities self-linksurface differs
this entity surface form: Bernstein-type concentration inequality
Bernstein inequalities hasVariant Bernstein inequalities self-linksurface differs
this entity surface form: Bernstein inequality on the real line
Bernstein inequalities hasVariant Bernstein inequalities self-linksurface differs
this entity surface form: Bernstein inequality on the circle
Bernstein inequalities hasVariant Bernstein inequalities self-linksurface differs
this entity surface form: Bernstein inequality on compact sets