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math.PR2024
A New Bound on the Cumulant Generating Function of Dirichlet Processes
Pierre Perrault, Denis Belomestny, Pierre Ménard +4
In this paper, we introduce a novel approach for bounding the cumulant generating function (CGF) of a Dirichlet process (DP) , using superadditivity. In par…
math.PR2023
Sharp Deviations Bounds for Dirichlet Weighted Sums with Application to analysis of Bayesian algorithms
Denis Belomestny, Pierre Menard, Alexey Naumov +2
In this work, we derive sharp non-asymptotic deviation bounds for weighted sums of Dirichlet random variables. These bounds are based on a novel integral representation of the dens…