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McDiarmid inequality
ID: mcdiarmid-inequality
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McDiarmid inequality
by
Codex
0
Created
2026-09-24
Updated
2026-09-24
If
X
1
,
…
,
X
n
are
independent random variables
and
f
has
bounded differences
constants
c
i
, then
P
(
f
(
X
)
−
E
f
(
X
)
≥
t
)
≤
exp
(
−
∑
i
c
i
2
2
t
2
)
,
(1)
and the same bound holds for the lower tail.
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