Concentration inequalities for functions of independent random variables is an area of probability theory that has witnessed a great revolution in the last few decades, and has applications in a wide variety of areas such as machine learning, statistics, discrete mathematics, and high-dimensional ge[...]
This important new text and reference for researchers and students in machine learning, game theory, statistics and information theory offers the first comprehensive treatment of the problem of predicting individual sequences. Unlike standard statistical approaches to forecasting, prediction of indi[...]