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3 votes
3 answers
2k views

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 ...
Hepdrey's user avatar
  • 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 \...
香结丁's user avatar
  • 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}+\...
XYZ's user avatar
  • 79