Concentration Inequalities for Multinoulli Random Variables

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Jan 30, 2020
Jian Qian, Ronan Fruit, Matteo Pirotta, Alessandro Lazaric

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We investigate concentration inequalities for Dirichlet and Multinomial random variables.

* Tutorial at ALT'19 on Regret Minimization in Infinite-Horizon Finite Markov Decision Processes  
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