A note on Talagrand's convex hull concentration inequality
Abstract
Description
The paper reexamines an argument by Talagrand that leads to a remarkable exponential tail bound for the concentration of probability near a set. The main novelty is the replacement of a mysterious Calculus inequality by an application of Jensen's inequality.
To appear in Festschrift for Piet Groeneboom
To appear in Festschrift for Piet Groeneboom