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Record W3200718045

Improved Hoeffding’s Lemma and Hoeffding’s Tail Bounds

2021· article· en· W3200718045 on OpenAlexvenueno aff
D. Hertz

Bibliographic record

VenueInternational Journal of Statistics and Probability · 2021
Typearticle
Languageen
FieldMathematics
TopicLimits and Structures in Graph Theory
Canadian institutionsnot available
Fundersnot available
KeywordsLemma (botany)MathematicsCombinatoricsUpper and lower boundsConvexityIndependent and identically distributed random variablesFunction (biology)Discrete mathematicsZero (linguistics)Random variableStatisticsMathematical analysis
DOInot available

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 distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation 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: Empirical · Consensus signal: Empirical
Teacher disagreement score0.051
Threshold uncertainty score0.450

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.024
GPT teacher head0.302
Teacher spread0.279 · 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 teacher head, not a consensus.

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

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".

Quick stats

Citations0
Published2021
Admission routes1
Has abstractyes

Explore more

Same venueInternational Journal of Statistics and ProbabilitySame topicLimits and Structures in Graph TheoryFrench-language works237,207