All Questions

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 ...

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 $\mathcal{F} \subset \mathcal{W}$...

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 ...