A Note on New Bernstein-type Inequalities for the Log-likelihood Function of Bernoulli Variables

08/31/2019

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by   Yunpeng Zhao, et al.

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We prove a new Bernstein-type inequality for the log-likelihood function of Bernoulli variables. In contrast to classical Bernstein's inequality and Hoeffding's inequality when applied to the log-likelihood, the new bound is independent of the parameters of the Bernoulli variables and therefore does not blow up as the parameters approach 0 or 1. The new inequality strengthens certain theoretical results on likelihood-based methods for community detection in networks and can be applied to other likelihood-based methods for binary data.