ARC-ACO Colloquium - Concentration under Heavy Tails

Other Talks
Wednesday, October 21, 2009 - 14:00
1 hour (actually 50 minutes)
Klaus, Room 1116
Microsoft Research Labs, Bangalore India

Tea and light refreshments 1:30 in Room 2222. Organizer: Santosh Vempala

Concentration results for the TSP, MWST and many other problems with random inputs show the answer is concentrated tightly around the mean. But most results assume uniform density of the input. We will generalize these to heavy-tailed inputs which seem to be ubiquitous in modern applications. To accomplish this, we prove two new general probability inequalities. The simpler first inequality weakens both hypotheses in Hoffding-Azuma inequality and is enough to tackle TSP, MWST and Random Projections. The second inequality further weakens the moment requirements and using it, we prove the best possible concentration for the long-studied bin packing problem as well as some others. Many other applications seem possible..