Timeline for Uniform inequality of the form $\text{Proba}(\sup_{v \in [-M,M]^k}|p^Tv-\hat{p}_n^Tv| \le \epsilon_n) \ge 1 - \delta$
Current License: CC BY-SA 4.0
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| Feb 14, 2022 at 20:24 | comment | added | Shirong | Recently I am reading some materials in learning theory. I just notice that Talagrand's inequality can be used for establishing a uniform concentration inequality for empirical process, but the condition in the original paper requires the function class to be countably infinite, which seems does not apply for many parametric model. | |
| Sep 23, 2019 at 13:30 | history | edited | Iosif Pinelis |
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| May 13, 2019 at 3:29 | vote | accept | dohmatob | ||
| May 12, 2019 at 16:56 | answer | added | Iosif Pinelis | timeline score: 3 | |
| May 12, 2019 at 10:51 | history | edited | dohmatob | CC BY-SA 4.0 |
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| May 12, 2019 at 10:46 | history | asked | dohmatob | CC BY-SA 4.0 |