no code implementations • 24 Jun 2021 • Quentin Duchemin, Yohann de Castro, Claire Lacour
Despite the ubiquity of U-statistics in modern Probability and Statistics, their non-asymptotic analysis in a dependent framework may have been overlooked.
1 code implementation • 20 Nov 2020 • Quentin Duchemin, Yohann de Castro, Claire Lacour
We prove a new concentration inequality for U-statistics of order two for uniformly ergodic Markov chains.