I was also pleased to see large deviations, although the lecture notes don’t actually define what a large deviation is.
They do give an example of a Chernoff (exponential) bound for a sum of iid random variables. The bound of course has an exponential form - they just don’t call it a large deviation. So it’s a bit of a missed opportunity, oven that the name is in the chapter title.
These bounds come up all over the place in CS, but especially lately in learning theory.
They do give an example of a Chernoff (exponential) bound for a sum of iid random variables. The bound of course has an exponential form - they just don’t call it a large deviation. So it’s a bit of a missed opportunity, oven that the name is in the chapter title.
These bounds come up all over the place in CS, but especially lately in learning theory.