Left concentration inequalities for empirical processes

DOI10.1016/S1631-073X(02)02303-8MaRDI QIDQ1600148zbMATH OpenFDO

Authors Thierry Klein

Publication date 12 June 2002

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S1631-073X(02)02303-8

zbMATH Keywords

Herbst methodmaxima of empirical processesTalagrand's left concentration inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Recommendations

• Une inégalité de Bennett pour les maxima de processus empiriques. (A Bennet type inequality for maxima of empirical processes)
• Concentration inequalities for suprema of unbounded empirical processes
• Concentration around the mean for maxima of empirical processes
• About the constants in Talagrand's concentration inequalities for empirical processes.
• New concentration inequalities for suprema of empirical processes

Cites work

• About the constants in Talagrand's concentration inequalities for empirical processes.
• Asymptotic theory of weakly dependent stochastic processes
• New concentration inequalities in product spaces
• On Talagrand's deviation inequalities for product measures

Cited in

(16)

• About the constants in Talagrand's concentration inequalities for empirical processes.
• Concentration inequalities for set-indexed empirical processes
• Empirical minimization
• An exponential inequality for suprema of empirical processes with heavy tails on the left
• Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)
• Fast rates for support vector machines using Gaussian kernels
• Concentration around the mean for maxima of empirical processes
• Symmetrization approach to concentration inequalities for empirical processes.
• About the rate function in concentration inequalities for suprema of bounded empirical processes
• A note on Talagrand's concentration inequality
• Concentration inequalities for classical and smoothed empirical processes of independent and dependent random variables
• On concentration for (regularized) empirical risk minimization
• New concentration inequalities for suprema of empirical processes
• Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression
• Concentration inequalities for suprema of unbounded empirical processes
• On the optimality of sample-based estimates of the expectation of the empirical minimizer

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