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PS : Gabriela Ciolek (Telecom ParisTech) : Concentration inequalities for regenerative and Harris recurrent Markov chains with applications to statistical learning
PS : Gabriela Ciolek (Telecom ParisTech) : Concentration inequalities for regenerative and Harris recurrent Markov chains with applications to statistical learning
Concentration inequalities are very often a crucial step in deriving many results in statistical learning. The purpose of this talk is to present exponential and polynomial tail maximal inequalities for regenerative Markov chains. All constants involved in the bounds are