A Chain Rule for the Expected Suprema of Bernoulli Processes

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Publication:6434599

arXiv2304.14474MaRDI QIDQ6434599FDOQ6434599


Authors: Yifeng Chu, Maxim Raginsky Edit this on Wikidata


Publication date: 27 April 2023

Abstract: We obtain an upper bound on the expected supremum of a Bernoulli process indexed by the image of an index set under a uniformly Lipschitz function class in terms of properties of the index set and the function class, extending an earlier result of Maurer for Gaussian processes. The proof makes essential use of recent results of Bednorz and Latala on the boundedness of Bernoulli processes.













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