Uniform concentration bounds for frequencies of rare events

DOI10.1016/J.SPL.2022.109610MaRDI QIDQ2170254zbMATHOpenAlexFDO

Authors Stéphane Lhaut, Anne Sabourin, Johan Segers

Publication date 30 August 2022

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

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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.

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Cites work

• scientific article; zbMATH DE number 1246230 (Why is no real title available?)
• A result of Vapnik with applications
• Advanced lectures on machine learning. ML summer schools 2003, Canberra, Australia, February 2--14, 2003, Tübingen, Germany, August 4--16, 2003. Revised lectures
• Concentration inequalities and asymptotic results for ratio type empirical processes
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• Uniform concentration bounds for frequencies of rare events
• Weak convergence and empirical processes. With applications to statistics

Cited in

(8)

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

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