Time-uniform Chernoff bounds via nonnegative supermartingales

Probability Surveys ◽

10.1214/18-ps321 ◽

2020 ◽

Vol 17 (0) ◽

pp. 257-317 ◽

Author(s):

Steven R. Howard ◽

Aaditya Ramdas ◽

Jon McAuliffe ◽

Jasjeet Sekhon

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