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Old 09-13-2013, 11:51 PM
diado diado is offline
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Join Date: Sep 2013
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Default Satisfying Hoeffding's inequality

I've read the thread here, but still being confused
After using the union bound, we get the sum of individual terms and apply Hoeffding's inequality to each of them. Why is it valid? Aren't they still the multiple bins cases? It seems to me that they transfrom from multiple bins to single bin after using the union bound, but I don't know why.

Thanks!
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