scispace - formally typeset
Journal ArticleDOI

Rates of growth and sample moduli for weighted empirical processes indexed by sets

TLDR
Probability inequalities for the supremum of a weighted empirical process indexed by a Vapnik-Cervonenkis class C of sets were obtained in this article for the assumption P(∪{C∈C:P(C)<t})»0 as t»0.
Abstract
Probability inequalities are obtained for the supremum of a weighted empirical process indexed by a Vapnik-Cervonenkis class C of sets. These inequalities are particularly useful under the assumption P(∪{C∈C:P(C)<t})»0 as t»0. They are used to obtain almost sure bounds on the rate of growth of the process as the sample size approaches infinity, to find an asymptotic sample modulus for the unweighted empirical process, and to study the ratio Pn/P of the empirical measure to the actual measure.

read more

Citations
More filters
Book

Concentration Inequalities and Model Selection

TL;DR: In this article, Gaussian Processes and Gaussian Model Selection are used to estimate density estimation via model selection via statistical learning.Exponential and Information Inequalities, Gaussian processes and model selection.
Journal ArticleDOI

Decision theoretic generalizations of the PAC model for neural net and other learning applications

TL;DR: In this article, a generalization of the PAC learning model based on statistical decision theory is described, where the learner receives randomly drawn examples, each example consisting of an instance x in X and an outcome y in Y, and tries to find a hypothesis h : X < A, where h in H, that specifies the appropriate action a in A to take for each instance x, in order to minimize the expectation of a loss l(y,a).
Journal ArticleDOI

Optimal aggregation of classifiers in statistical learning

TL;DR: The main result of the paper concerns optimal aggregation of classifiers: a classifier that automatically adapts both to the complexity and to the margin, and attains the optimal fast rates, up to a logarithmic factor.
Book

High-Dimensional Statistics: A Non-Asymptotic Viewpoint

TL;DR: This book provides a self-contained introduction to the area of high-dimensional statistics, aimed at the first-year graduate level, and includes chapters that are focused on core methodology and theory - including tail bounds, concentration inequalities, uniform laws and empirical process, and random matrices.
Book

Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems: École d'Été de Probabilités de Saint-Flour XXXVIII-2008

TL;DR: The purpose of these lecture notes is to provide an introduction to the general theory of empirical risk minimization with an emphasis on excess risk bounds and oracle inequalities in penalized problems.
References
More filters
Book

Classification and regression trees

Leo Breiman
TL;DR: The methodology used to construct tree structured rules is the focus of a monograph as mentioned in this paper, covering the use of trees as a data analysis method, and in a more mathematical framework, proving some of their fundamental properties.
Book ChapterDOI

Probability Inequalities for sums of Bounded Random Variables

TL;DR: In this article, upper bounds for the probability that the sum S of n independent random variables exceeds its mean ES by a positive number nt are derived for certain sums of dependent random variables such as U statistics.
Book ChapterDOI

On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities

TL;DR: This chapter reproduces the English translation by B. Seckler of the paper by Vapnik and Chervonenkis in which they gave proofs for the innovative results they had obtained in a draft form in July 1966 and announced in 1968 in their note in Soviet Mathematics Doklady.
Book

Convergence of stochastic processes

David Pollard
TL;DR: In this paper, the authors define a functional on Stochastic Processes as random functions and propose a uniform convergence of empirical measures in Euclidean spaces, based on the notion of convergence in distribution.
Related Papers (5)