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Uniform inequality of the form $\text{Proba}(\sup_{v \in [-M,M]^k}|p^Tv-\hat{p}_n^Tv| \le \epsilon_n) \ge 1 - \delta$

Let $M > 0$, $k$ be a positive integer, and $\mathcal V:=[-M,M]^k$. Finally, let $p \in \Delta_k$, (where $\Delta_k$ is the $(k-1)$-dimensional probability simplex) and let $\hat{p}_n$ be an ...
dohmatob's user avatar
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1 answer
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Covering number of the conditional distribution function

Suppose $Y$ is a random variable in $\mathbb{R}^d$, and we want to find the covering number \begin{equation*} \mathcal{F} = \big\{ F_{Y|W} (y | W) : y \in \mathbb{R}^d \big\} \end{equation*} where ...
香结丁's user avatar
  • 331
1 vote
0 answers
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Covering number after projection

In these lecture notes on Statistical Learning Theory we find the following definitions for covering numbers: Definition. Let $(\mathcal{W}, d)$ be a metric space and $\mathcal{F} \subset \mathcal{W}$...
Jonas Metzger's user avatar