A tail inequality for suprema of unbounded empirical processes with applications to Markov chains, Electronic Journal of Probability, vol.13, issue.0, pp.1000-1034, 2008. ,
DOI : 10.1214/EJP.v13-521
Prediction of time series by statistical learning: general losses and fast rates, Dependence Modeling, vol.1, 2012. ,
DOI : 10.2478/demo-2013-0004
URL : https://hal.archives-ouvertes.fr/hal-00749729
Model selection for weakly dependent time series forecasting, Bernoulli, vol.18, issue.3, pp.883-913, 2012. ,
DOI : 10.3150/11-BEJ359
URL : https://hal.archives-ouvertes.fr/inria-00386733
Non-strong mixing autoregressive processes, Journal of Applied Probability, vol.21, issue.04, pp.930-934, 1984. ,
DOI : 10.2307/3212764
Robust linear least squares regression, The Annals of Statistics, vol.39, issue.5, pp.2766-2794, 2011. ,
DOI : 10.1214/11-AOS918SUPP
URL : https://hal.archives-ouvertes.fr/hal-00522534
Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes, The Annals of Statistics, vol.37, issue.5B, pp.2730-2759, 2009. ,
DOI : 10.1214/08-AOS674
URL : https://hal.archives-ouvertes.fr/hal-00193955
Empirical minimization, Probability Theory and Related Fields, vol.135, issue.3, pp.311-334, 2006. ,
DOI : 10.1007/s00440-005-0462-3
Sharp bounds for the tails of functionals of Markov chains. Theory Probab, Appl, vol.54, issue.3, pp.505-515, 2010. ,
URL : https://hal.archives-ouvertes.fr/hal-00140591
Poincaré's inequalities and Talagrand's concentration phenomenon for the exponential distribution. Probab. Theory and Related Fields, pp.383-400, 1997. ,
Exponential Integrability and Transportation Cost Related to Logarithmic Sobolev Inequalities, Journal of Functional Analysis, vol.163, issue.1, pp.1-28, 1999. ,
DOI : 10.1006/jfan.1998.3326
Discrete isoperimetric and Poincar??-type inequalities, Probability Theory and Related Fields, vol.114, issue.2, pp.245-277, 1999. ,
DOI : 10.1007/s004400050225
Hypercontractivity of Hamilton???Jacobi equations, Journal de Math??matiques Pures et Appliqu??es, vol.80, issue.7, pp.669-696, 2001. ,
DOI : 10.1016/S0021-7824(01)01208-9
Weighted Csisz??r-Kullback-Pinsker inequalities and applications to transportation inequalities, Annales de la facult?? des sciences de Toulouse Math??matiques, vol.14, issue.3, pp.331-352, 2005. ,
DOI : 10.5802/afst.1095
On concentration of self-bounding functions, Electronic Journal of Probability, vol.14, issue.0, pp.1884-1899, 2009. ,
DOI : 10.1214/EJP.v14-690
URL : https://hal.archives-ouvertes.fr/hal-00437677
A sharp concentration inequality with applications. Random Struct, Algor, vol.16, issue.3, pp.277-292, 2000. ,
Concentration Inequalities: A Nonasymptotic Theory of Independence, 2013. ,
DOI : 10.1093/acprof:oso/9780199535255.001.0001
URL : https://hal.archives-ouvertes.fr/hal-00794821
Statistical Learning Theory and Stochastic Optimization, Lecture Notes in Mathematics, vol.1851, 2004. ,
DOI : 10.1007/b99352
URL : https://hal.archives-ouvertes.fr/hal-00104952
New dependence coefficients. Examples and applications to statistics. Probab. Theory Related Fields, pp.203-236, 2005. ,
Parametrized Kantorovich-Rubin??tein theorem and application to the coupling of random variables, Lecture Notes in Statist, vol.187, 2006. ,
DOI : 10.1007/0-387-36062-X_5
Transportation cost-information inequalities and applications to random dynamical systems and diffusions, Ann. Probab, vol.32, issue.3B, pp.2702-2732, 2004. ,
Weakly dependent chains with infinite memory. Stochastic Process, Appl, vol.118, issue.11, pp.1997-2013, 2008. ,
URL : https://hal.archives-ouvertes.fr/hal-00199890
Random iterative models, Applications of Mathematics, vol.34, 1997. ,
DOI : 10.1007/978-3-662-12880-0
Bernstein-type Concentration Inequalities for Symmetric Markov Processes, Theory of Probability & Its Applications, vol.58, issue.3, 2012. ,
DOI : 10.1137/S0040585X97986667
URL : https://hal.archives-ouvertes.fr/hal-00455598
Maximal coupling, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.3, issue.2, pp.193-204, 1979. ,
DOI : 10.1007/BF00533259
Transport inequalities. A survey, Markov Processes and Related Fields, pp.635-736, 2010. ,
URL : https://hal.archives-ouvertes.fr/hal-00515419
Displacement convexity of entropy and related inequalities on graphs, Probability Theory and Related Fields, vol.196, issue.1, 2012. ,
DOI : 10.1007/s00440-013-0523-y
URL : https://hal.archives-ouvertes.fr/hal-00719848
Transport-Entropy inequalities on the line, Electronic Journal of Probability, vol.17, issue.0, pp.1-18, 2012. ,
DOI : 10.1214/EJP.v17-1864
URL : https://hal.archives-ouvertes.fr/hal-00795830
Transportation-information inequalities for Markov processes, Probability Theory and Related Fields, vol.128, issue.3, pp.3-4 ,
DOI : 10.1007/s00440-008-0159-5
URL : https://hal.archives-ouvertes.fr/hal-00158258
Some Limit Theorems for Stationary Processes, Theory of Probability & Its Applications, vol.7, issue.4, pp.349-382, 1962. ,
DOI : 10.1137/1107036
Remarks on Talagrandâ??s deviation inequality for Rademacher functions, In Functional analysis, pp.72-77, 1991. ,
Curvature, concentration and error estimates for Markov chain Monte Carlo, The Annals of Probability, vol.38, issue.6, pp.2418-2442, 2010. ,
DOI : 10.1214/10-AOP541
Concentration inequalities for dependent random variables via the martingale method, The Annals of Probability, vol.36, issue.6, pp.2126-2158, 2008. ,
DOI : 10.1214/07-AOP384
General nonexact oracle inequalities for classes with a subexponential envelope, The Annals of Statistics, vol.40, issue.2, pp.832-860, 2012. ,
DOI : 10.1214/11-AOS965SUPP
On Talagrand's deviation inequalities for product measures, ESAIM: Probability and Statistics, vol.1, pp.63-87, 1996. ,
DOI : 10.1051/ps:1997103
The concentration of measure phenomenon 89, 2005. ,
Chernoff-type bound for finite Markov chains, The Annals of Applied Probability, vol.8, issue.3, pp.849-867, 1998. ,
DOI : 10.1214/aoap/1028903453
URL : https://hal.archives-ouvertes.fr/hal-00940907
Some deviation inequalities, Geometric and Functional Analysis, vol.104, issue.2, pp.188-197, 1991. ,
DOI : 10.1007/BF01896377
URL : http://arxiv.org/abs/math/9201216
A simple proof of the blowing-up lemma (Corresp.), IEEE Transactions on Information Theory, vol.32, issue.3, pp.445-446, 1986. ,
DOI : 10.1109/TIT.1986.1057176
Bounding $\bar{d}$-distance by informational divergence: a method to prove measure concentration, The Annals of Probability, vol.24, issue.2, pp.857-866, 1996. ,
DOI : 10.1214/aop/1039639365
A measure concentration inequality for contracting markov chains, Geometric and Functional Analysis, vol.81, issue.158, pp.556-571, 1996. ,
DOI : 10.1007/BF02249263
Measure concentration for Euclidean distance in the case of dependent random variables, The Annals of Probability, vol.32, issue.3B, pp.2526-2544, 2004. ,
DOI : 10.1214/009117904000000702
Concentration inequalities and model selection, 2007. ,
PAC-Bayesian model averaging, Proceedings of the twelfth annual conference on Computational learning theory , COLT '99, pp.164-170, 1999. ,
DOI : 10.1145/307400.307435
On the method of bounded differences, Lect. Notes Series 141, 1989. ,
DOI : 10.1017/CBO9781107359949.008
Processus empiriques absolument r??guliers et entropie universelle, Probability Theory and Related Fields, vol.111, issue.4, pp.585-608, 1998. ,
DOI : 10.1007/s004400050179
In??galit??s de Hoeffding pour les fonctions lipschitziennes de suites d??pendantes, Comptes Rendus de l'Acad??mie des Sciences - Series I - Mathematics, vol.330, issue.10, pp.905-908, 2000. ,
DOI : 10.1016/S0764-4442(00)00290-1
The Wasserstein distance and approximation theorems, Probability Theory and Related Fields, vol.28, issue.7, pp.117-129, 1985. ,
DOI : 10.1137/1128025
Concentration of measure inequalities for Markov chains and $\Phi$-mixing processes, The Annals of Probability, vol.28, issue.1, pp.416-461, 2000. ,
DOI : 10.1214/aop/1019160125
Concentration of measure and isoperimetric inequalities in product spaces. Publications Mathématiques de l'I, pp.73-205, 1995. ,
A geometric approach to a maximum likelihood estimation for infinite-dimensional Gaussian location, II, Theory Probab, Appl, vol.30, pp.820-828, 1985. ,
Optimal transport, old and new, 2009. ,
Deviation inequalities for sums of weakly dependent time series, Electron. Commun. Probab, vol.15, pp.489-503, 2010. ,
URL : https://hal.archives-ouvertes.fr/hal-00430608