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Record W3112119943 · doi:10.5539/ijsp.v10n5p27

Improved Hoeffding’s Lemma and Hoeffding’s Tail Bounds

2021· preprint· en· W3112119943 on OpenAlexvenueno aff
D. Hertz

Bibliographic record

VenueInternational Journal of Statistics and Probability · 2021
Typepreprint
Languageen
FieldMathematics
TopicRandom Matrices and Applications
Canadian institutionsnot available
Fundersnot available
KeywordsLemma (botany)CombinatoricsConvexityMathematicsUpper and lower boundsFunction (biology)Independent and identically distributed random variablesZero (linguistics)Discrete mathematicsRandom variableStatisticsMathematical analysis

Abstract

fetched live from OpenAlex

The purpose of this article is to improve Hoeffding's lemma and consequently Hoeffding's tail bounds. The improvement pertains to left skewed zero mean random variables X\in[a,b], where a<0 and -a>b. The proof of Hoeffding's improved lemma uses Taylor's expansion, the convexity of \exp(sx), s\in \RR, and an unnoticed observation since Hoeffding's publication in 1963 that for -a>b the maximum of the intermediate function \tau(1-\tau) appearing in Hoeffding's proof is attained at an endpoint rather than at \tau=0.5 as in the case b>-a. Using Hoeffding's improved lemma we obtain one sided and two sided tail bounds for \PP(S_n\ge t) and \PP(|S_n|\ge t), respectively, where S_n=\sum_{i=1}^nX_i and the X_i\in[a_i,b_i],i=1,...,n are independent zero mean random variables (not necessarily identically distributed). It is interesting to note that we could also improve Hoeffding's two sided bound for all \{X_i: -a_i\ne b_i,i=1,...,n\}. This is so because here the one sided bound should be increased by \PP(-S_n\ge t), wherein the left skewed intervals become right skewed and vice versa.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.011
metaresearch head score (Gemma)0.052
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.017
Threshold uncertainty score0.061

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0110.052
Meta-epidemiology (narrow)0.0030.001
Meta-epidemiology (broad)0.0020.004
Bibliometrics0.0050.005
Science and technology studies0.0020.007
Scholarly communication0.0040.013
Open science0.0050.006
Research integrity0.0020.011
Insufficient payload (model declined to judge)0.0170.006

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.037
GPT teacher head0.331
Teacher spread0.294 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

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Citations1
Published2021
Admission routes1
Has abstractyes

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