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).
|Journal||Electronic Communications in Probability|
|State||Published - 9 Jan 2013|
- Hoeffding inequality
- Missing mass
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty