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On the concentration of the missing mass


 
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1. Title Title of document On the concentration of the missing mass
 
2. Creator Author's name, affiliation, country Daniel Berend; Ben-Gurion University; Israel
 
2. Creator Author's name, affiliation, country Aryeh Kontorovich; Ben-Gurion University; Israel
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) missing mass, Hoeffding inequality, measure concentration
 
3. Subject Subject classification 60F10; 39B72
 
4. Description Abstract 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).
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Israel Science Foundation
 
7. Date (YYYY-MM-DD) 2013-01-09
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/2359
 
10. Identifier Digital Object Identifier 10.1214/ECP.v18-2359
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 18
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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