All Questions
Tagged with packing-and-covering st.statistics
7 questions
7
votes
1
answer
1k
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Elementary precise estimate of the covering number of euclidean balls by hypercubes
I am looking for a straightforward way to upper bound the covering number of a $d$-dimensional euclidean ball by $\ell_\infty$-balls of radius $\varepsilon$, which I will call cubes of sidelength $2\...
- 172
4
votes
1
answer
239
views
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 ...
- 6,853
3
votes
3
answers
2k
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bracketing number vs covering number
Just want to double check if the lemma on page 9 of this slides is correct:
http://www.math.leidenuniv.nl/~avdvaart/talks/09hilversum.pdf
Lemma: $N(\epsilon,\cal F,||\cdot||)\leq N_{[]}(2\epsilon,\cal ...
- 100
2
votes
0
answers
132
views
A result of the covering number
Suppose $\mathcal{F} = \{f_x : x \in \mathbb{R}^d \}$ and each $f_x$ shares the same law $P$. If $\mathcal{F}$ is a class of uniformly bounded functions satisfying $L_r$-continuity, i.e. $\forall f \...
- 331
1
vote
1
answer
580
views
Covering numbers for products of functions from two spaces?
Exercise (HW1): Let $\mathcal{F}$ and $\mathcal{G}$ be classes of measurable function. Then for any probability measure $Q$ and any $1 \leq r \leq \infty$,
(i) $N_{[]}\left(2 \epsilon, \mathcal{F}+\...
- 79
1
vote
0
answers
99
views
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 $\mathcal{F} \subset \mathcal{W}$...
0
votes
1
answer
142
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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 ...
- 331