27 March 2025 – A. R. Sricharan

Date: 27 March 2025
Time: 11:45 – 12:45
Location: Forschungslabor 3 (sofa room)

Speaker: A. R. Sricharan
Title: How to Concentrate If You Must

Abstract:
Random events happen a lot, generating random variables in their wake. Chernoff’s bound says that you can be pretty sure that these random variables are very close to where you expect them to be. One does not think twice about when to apply a Chernoff bound, but one (yours truly) does indeed think multiple times and gets oneself mightily confused on how to go about doing this.

I tried a month ago to get to the bottom of this, and I have a few observations and many many more questions to share. It is related to, among other things,

1. Legendre transforms in physics,
2. Not wanting to solve integrals,
3. Strong convexity, and who would have guessed,
4. The Multiplicative Weights Update method.