When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence
arXiv:2110.05374 · doi:10.1016/j.spl.2021.109272
Abstract
We establish concentration inequalities for Lipschitz functions of dependent random variables, whose dependencies are specified by forests. We also give concentration results for decomposable functions, improving Janson's Hoeffding-type inequality for the summation of graph-dependent bounded variables. These results extend McDiarmid's bounded difference inequality to the dependent cases.
To appear in Statistics & Probability Letters