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.
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.
this entity surface form:
Bernstein inequalities in approximation theory
this entity surface form:
Bernstein inequality for polynomials
this entity surface form:
Bernstein-type concentration inequality
this entity surface form:
Bernstein inequality on the real line
this entity surface form:
Bernstein inequality on the circle
this entity surface form:
Bernstein inequality on compact sets