Uniform concentration bounds for frequencies of rare events

DOI10.1016/J.SPL.2022.109610zbMATH Open1498.60077arXiv2110.05826OpenAlexW3206408858MaRDI QIDQ2170254FDOQ2170254

Authors: Stéphane Lhaut, Anne Sabourin, Johan Segers 

Publication date: 30 August 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: New Vapnik and Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The constants are explicit, enabling numerical comparisons.

Full work available at URL: https://arxiv.org/abs/2110.05826

Recommendations

• Refined exponential rates in Vapnik-Chervonenkis inequalities
• New concentration inequalities for suprema of empirical processes
• Concentration inequalities for set-indexed empirical processes
• Concentration inequalities for suprema of unbounded empirical processes
• 10.1162/1532443041424292

zbMATH Keywords

empirical processconcentration inequalitiesrare eventsnon-parametricVapnik-Chervonenkis (VC) theory

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• Concentration inequalities and asymptotic results for ratio type empirical processes
• Title not available (Why is that?)
• A result of Vapnik with applications
• Uniform concentration bounds for frequencies of rare events
• Advanced lectures on machine learning. ML summer schools 2003, Canberra, Australia, February 2--14, 2003, Tübingen, Germany, August 4--16, 2003. Revised lectures

Cited In (8)

• 10.1162/1532443041424292
• Refined exponential rates in Vapnik-Chervonenkis inequalities
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• Concentration bounds for the empirical angular measure with statistical learning applications
• Uniform concentration bounds for frequencies of rare events
• Cross-validation on extreme regions
• Concentration inequalities in the infinite urn scheme for occupancy counts and the missing mass, with applications
• On the uniform convergence of the frequencies of occurrence of events to their probabilities

This page was built for publication: Uniform concentration bounds for frequencies of rare events

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2170254)