Topic: Concentration and Exponential Bounds

Worked Problems in Calibrating Concentration Bounds

Weighted Hoeffding Bounds for Unequal Ranges

Uniform Concentration Over a Finite Function Class

The Doob Martingale Proof of Bounded Differences

Sub-Exponential Variables and Their Two-Regime Tails

Sub-Gaussian Variables: MGF and Tail Definitions

Pointwise Concentration of the Empirical Distribution Function

Maxima of Sub-Gaussian Variables

Hoeffding’s Inequality for Bounded Independent Sums

Hoeffding’s Lemma for Bounded Variables