Talk:Concentration inequality

In moving this page back to the singular title, I wrote this summary:

This page gives several _examples_ of concentration inequalities, but it is not about a system of such inequalities in the way in which, for example, "Maxwell's equations" is about a system of equations.

But the summary got truncated in the edit history. Michael Hardy (talk) 01:04, 12 December 2015 (UTC)[reply]

Why is there a separate section for Paley-Zigmund, Cantelli, Gauss, etc?

The article doesn't say anything about them except link to main article.

These sections should either be expanded or removed. (The article can still contain a list of inequalities with links, it just doesn't need them as empty sections.) Aviad.rubinstein (talk) 05:30, 14 December 2020 (UTC)[reply]

The article has remained in this state for nearly three years, which is incredibly disappointing given its didactic importance for people in many disciplines. The article fails to provide anything useful in terms of the inequalities themselves aside from caveats about a specific form given and leave out the techniques used to prove them.

The linked articles are somewhat problematic from a modern concentration inequality perspective because they cite only very classical techniques or approach the results as large deviations principles (cf. the [[[Chernoff bound]]] article), leaving out the more accessible and (technically) stronger moment method specific to concentration inequalities.

I am tempted to rewrite the article and rely on the exposition in early parts of Lugosi et al.'s Concentration Inequalities: A Nonasymptotic Theory of Independence with an emphasis on the techniques with elementary applications sprinkled in from appropriate sources. The large deviations theory page may also serve as a better model for the article. MystGoose (talk) 04:47, 23 October 2023 (UTC)[reply]