Discrepancy, chaining and subgaussian processes

DOI10.1214/10-AOP575zbMATH Open1226.60011arXiv1104.1508OpenAlexW2032923326MaRDI QIDQ533745FDOQ533745

Shahar Mendelson

Publication date: 6 May 2011

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We show that for a typical coordinate projection of a subgaussian class of functions, the infimum over signs $in{f}_{(epsilo{n}_i)}su{p}_{finF}|su{m}_{i=1}^{k}epsilo{n}_{i}f(X_i)|$ is asymptotically smaller than the expectation over signs as a function of the dimension $k$, if the canonical Gaussian process indexed by $F$ is continuous. To that end, we establish a bound on the discrepancy of an arbitrary subset of $mathbb{R}^k$ using properties of the canonical Gaussian process the set indexes, and then obtain quantitative structural information on a typical coordinate projection of a subgaussian class.

Full work available at URL: https://arxiv.org/abs/1104.1508

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zbMATH Keywords

discrepancysub-Gaussian class of function

Mathematics Subject Classification ID

Gaussian processes (60G15) Geometric probability and stochastic geometry (60D05) Combinatorial probability (60C05)

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Cited In (2)

• Orthogonal statistical learning
• On the reversed sub-martingale property of empirical discrepancies in arbitrary sample spaces

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