Aryeh Kontorovich
Senior Academic
On the concentration of the missing mass
A random variable is sampled from a discrete distribution. The missing mass is the probability of the set of points not observed in the sample. We sharpen and simplify McAllester and Ortiz's results (JMLR, 2003) bounding the probability of large deviations of the missing mass. Along the way, we refine and rigorously prove a fundamental inequality of Kearns and Saul (UAI, 1998).
| Publication language | English |
| Journal | Electronic Communications in Probability |
| Volume | 18 |
| Publication status | Published - 09.01.2013 |
Keywords
Concentration
Hoeffding inequality
Missing mass
ASJC Scopus subject areas
Statistics and Probability
Statistics, Probability and Uncertainty
