In this thesis we consider concentration inequalities and the concentration
of measure phenomenon from a variety of angles. Sharp tail bounds on the deviation of Lipschitz functions of independent random variables about their mean are well known. We consider variations on this theme for dependent variables on the Boolean cube.
In recent years negatively associated probability distributions have been studied as potential generalizations of independent random variables. Results on this class of distributions have been sparse at best, even when restricting to the Boolean cube. We consider the class of negatively associated distributions topologically, as a subset of the general class of probability measures. Both the weak (distributional) topology and the total variation topology
are considered, and the simpler notion of negative correlation is investigated.
The concentration of measure phenomenon began with Milman's proof of Dvoretzky's theorem, and is therefore intimately connected to the field of high-dimensional convex geometry. Recently this field has found application in the area of compressed sensing. We consider these applications and in particular analyze the use of Gordon's min-max inequality in various compressed sensing frameworks, including the Dantzig selector and the matrix uncertainty selector.
Finally we consider the use of concentration inequalities in developing a theoretically sound anomaly detection algorithm. Our method uses a ranking procedure based on KNN graphs
of given data. We develop a max-margin learning-to-rank framework to train limited complexity models to imitate these KNN scores. The resulting anomaly detector is shown to be asymptotically optimal in that for any false alarm rate α, its decision region converges to the α-percentile minimum volume level set of the unknown
underlying density.
| Identifer | oai:union.ndltd.org:bu.edu/oai:open.bu.edu:2144/19741 |
| Date | 07 December 2016 |
| Creators | Root, Jonathan |
| Source Sets | Boston University |
| Language | en_US |
| Detected Language | English |
| Type | Thesis/Dissertation |
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