Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class

DOI10.1214/15-EJS1055zbMATH Open1385.60038arXiv1411.5571OpenAlexW2963083200MaRDI QIDQ309534FDOQ309534

Yannick Baraud

Publication date: 7 September 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: Given a bounded class of functions G and independent random variables X1, . . . , Xn, we provide an upper bound for the expectation of the supremum of the empirical process over elements of G having a small variance. Our bound applies in the cases where G is a VC-subgraph or a VC-major class and it is of smaller order than those one could get by using a universal entropy bound over the whole class G . It also involves explicit constants and does not require the knowledge of the entropy of G

Full work available at URL: https://arxiv.org/abs/1411.5571

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zbMATH Keywords

nonparametric estimationconcentration inequalitiesexpectation boundssuprema of empirical processesVC type classes

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inequalities; stochastic orderings (60E15)

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Cited In (14)

• Bounding the expectation of the supremum of empirical processes indexed by Hölder classes
• Robust Bayes-like estimation: rho-Bayes estimation
• Rho-estimators revisited: general theory and applications
• Tests and estimation strategies associated to some loss functions
• Concentration of the empirical level sets of Tukey's halfspace depth
• Robust estimation of a regression function in exponential families
• Robust nonparametric regression based on deep ReLU neural networks
• Tail bounds for the supremums of empirical processes over unbounded classes of functions
• High-dimensional CLT: improvements, non-uniform extensions and large deviations
• Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method
• About the rate function in concentration inequalities for suprema of bounded empirical processes
• Rho-estimators for shape restricted density estimation
• Set structured global empirical risk minimizers are rate optimal in general dimensions
• On weakly bounded empirical processes

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