Hoeffding's inequality for uniformly ergodic Markov chains
By Peter W. Glynn, Dirk Ormoneit. 2002
162 citations recorded by the source corpus.
Subfields: Geometry and Topology, Mathematical Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/3e06a276029d5c27fbe313aaabeb20cb8e1e99f1
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In Geometry and Topology
In Mathematical Physics
In Statistics and Probability
- Huan Xu
- Shie Mannor
- Adithya M. Devraj
- Sean P. Meyn
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Citations in the corpus
- Zap Q-Learning (2017, background): “Extensions to Markovian models either offer very crude bounds [17], or restrictive assumptions [14, 11]; this remains an active area of research [20].”
- A tail inequality for suprema of unbounded empirical processes with applications to Markov chains (2007, unknown): “+ f(Xn) where Xi’s form a uniformly ergodic Markov chain were also obtained by Glyn and Ormoneit [6].”
- Control Techniques for Complex Networks: Workload (2007, background): “Value functions & CV Kontoyiannis & M. 1999 - Large deviations M. 2006, KLM 2006 Exact bounds & CV Pandit & M. 2005 Control variates: Henderson 1997 Nelson, Glynn Large deviations: Donsker & Varadhan Nummelin & Ney Glynn & Ormoneit 2002 Background: Simulation”
- Robustness and generalization (2010, methodology): “Furthermore, we have the following lemma adapted from Theorem 2 of Glynn and Ormoneit (2002).”
- Bernstein's inequalities for general Markov chains (2018, unknown): “A few other concentration inequalities for Markov chains are developed upon the mi-norization and drift conditions (Glynn and Ormoneit, 2002; Douc et al., 2011; Adamczak and Bednorz, 2015), or information-theoretical ideas (Kontoyiannis et al., 2005, 2006) rather than the spectral analysis.”