Covering numbers of L_p-balls of convex functions and sets

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Publication:5962919



Abstract: We prove bounds for the covering numbers of classes of convex functions and convex sets in Euclidean space. Previous results require the underlying convex functions or sets to be uniformly bounded. We relax this assumption and replace it with weaker integral constraints. Existing results can be recovered as special cases of our results.


This paper is a natural continuation of some previous work by the author, jointly with B. Sen (see the references). It is devoted to the study of bounds for covering numbers of some classes of convex functions and convex sets of Euclidean spaces. The main contribution is that the author is able to relax a strong hypothesis on uniform boundedness to a weaker one, which involves certain integral constraints. The study of metric entropy and covering numbers, which has its roots in Kolmogorov's work in the thirties of the XXth century, is an important part of approximation theory (and functional analysis) and many works have been devoted to the finding of precise constraints to the distinct entropy numbers that can be defined. It is in fact a tricky part of analysis. To contribute here with new ideas is not an easy task. This paper has reached, from the reviewer's point of view, a new mark in this area of research. Just to see the flavor of the main results obtained in this paper, I include here one of them: {Theorem.} Fix \(d\geq 1\) and \(1\leq p\leq q\leq \infty\). There exists a positive constant \(\varepsilon_0\), depending only on \(d,p\), and \(q\), such that \(\log M(C_p(I,B),\varepsilon,L_q(I))=\infty \) whenever \(\varepsilon \leq B \varepsilon_0 (b_1-a_1)^{1/q-1/p}\cdots (b_d-a_d)^{1/q-1/p}\). Here \(I=[a_1,b_1]\times \cdots [a_d,b_d]\), \(B\) is a positive constant, \(C_p(I,B)\) is the set of all convex functions on \(I\) that satisfy the integral inequality \(\int_I|f|^p\leq B^p\).











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