The Generic Chaining
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Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Geometric probability and stochastic geometry (60D05) Sample path properties (60G17) Stable stochastic processes (60G52) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)
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- scientific article; zbMATH DE number 3844907
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Cited in
(only showing first 100 items - show all)- Chaining, interpolation, and convexity
- Optimal transport map estimation in general function spaces
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
- A complete characterization of coefficients of a.e. convergent orthogonal series and majorizing measures
- Thresholds versus fractional expectation-thresholds
- Nonlinear Young integrals and differential systems in Hölder media
- Globally adaptive quantile regression with ultra-high dimensional data
- Fast convex pruning of deep neural networks
- Time-like Graphical Models
- Long range order for random field Ising and Potts models
- Nearly optimal minimax estimator for high-dimensional sparse linear regression
- Continuum limit of total variation on point clouds
- Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields
- Discrepancy, chaining and subgaussian processes
- Bounding the norm of a log-concave vector via thin-shell estimates
- The evolution of the cover time
- Criterion for a chain of -processes to be the composition of triangular chains
- Upper functions for positive random functionals. I: General setting and Gaussian random functions
- Finite-sample analysis of \(M\)-estimators using self-concordance
- Tail bounds via generic chaining
- On combinatorial testing problems
- A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression
- On the suprema of Bernoulli processes
- On the supremum of certain families of stochastic processes
- Dimensionality reduction with subgaussian matrices: a unified theory
- Chaining Techniques and their Application to Stochastic Flows
- On a conjecture of Talagrand on selector processes and a consequence on positive empirical processes
- Understanding best subset selection: a tale of two c(omplex)ities
- Bivariate change point detection in movement direction and speed
- New analysis of manifold embeddings and signal recovery from compressive measurements
- \(L_1\)-penalization in functional linear regression with subgaussian design
- A polynomial time approximation scheme for computing the supremum of Gaussian processes
- Local M-estimation with discontinuous criterion for dependent and limited observations
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- Smoothed analysis for the condition number of structured real polynomial systems
- Robust width: a characterization of uniformly stable and robust compressed sensing
- Von Neumann entropy penalization and low-rank matrix estimation
- Parametric estimation. Finite sample theory
- Detection of an anomalous cluster in a network
- Bounds for stochastic processes on product index spaces
- Oracle inequalities for cross-validation type procedures
- The complete characterization of a.s. convergence of orthogonal series
- Bounds for expected maxima of Gaussian processes and their discrete approximations
- Dimension reduction by random hyperplane tessellations
- Sharp bounds for max-sliced Wasserstein distances
- Sharper lower bounds on the performance of the empirical risk minimization algorithm
- A rate of convergence for the circular law for the complex Ginibre ensemble
- Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes
- Comments on: Support vector machines maximizing geometric margins for multi-class classification
- On the operator norm of random rectangular Toeplitz matrices
- A variational approach to the consistency of spectral clustering
- Sharp oracle inequalities for low-complexity priors
- Sequential complexities and uniform martingale laws of large numbers
- Universal discretization
- Small deviation probability via chaining
- Regularization and the small-ball method. II: Complexity dependent error rates
- Row products of random matrices
- High dimensional censored quantile regression
- Uniform uncertainty principle for Bernoulli and subgaussian ensembles
- Whittaker-Kotel'nikov-Shannon approximation of -sub-Gaussian random processes
- Note on a problem of M. Talagrand
- Error estimates for spectral convergence of the graph Laplacian on random geometric graphs toward the Laplace-Beltrami operator
- Adaptive estimation of the conditional intensity of marker-dependent counting processes
- A Bernstein-Chernoff deviation inequality, and geometric properties of random families of operators
- scientific article; zbMATH DE number 7370628 (Why is no real title available?)
- Localizing differentially evolving covariance structures via scan statistics
- \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities
- Ultrametric subsets with large Hausdorff dimension
- Upper and lower bounds for stochastic processes. Modern methods and classical problems
- Almost sure convergence in quantum spin glasses
- Chaining, interpolation and convexity II: the contraction principle
- Conditional speed and shape corrections for travelling wave solutions to stochastically perturbed reaction-diffusion systems
- High dimensional decision making, upper and lower bounds
- Separating signal from noise
- Generalization bounds for learning with linear, polygonal, quadratic and conic side knowledge
- Improving classification performance through selective instance completion
- A chain rule for the expected suprema of Gaussian processes
- Hastings's additivity counterexample via Dvoretzky's theorem
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
- Restricted isometries for partial random circulant matrices
- Asymptotics of cover times via Gaussian free fields: bounded-degree graphs and general trees
- The divisible sandpile at critical density
- Stability of Traveling Waves on Exponentially Long Timescales in Stochastic Reaction-Diffusion Equations
- On the finite-sample analysis of \(\Theta\)-estimators
- The restricted isometry property for random block diagonal matrices
- Uniform recovery from subgaussian multi-sensor measurements
- Sequential estimation of quantiles with applications to A/B testing and best-arm identification
- Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables
- Constructing fractional Gaussian fields from long-range divisible sandpiles on the torus
- Cover times for sequences of reversible Markov chains on random graphs
- The Brownian Castle
- On generic chaining and the smallest singular value of random matrices with heavy tails
- Discrepancy theory and related algorithms
- Down‐set thresholds
- A CLT for weighted time-dependent uniform empirical processes
- On the event distance of Poisson processes with applications to sensors
- Exploring the toolkit of Jean Bourgain
- Maximal inequalities for empirical processes under general mixing conditions
- Cover times and generic chaining
- Tail index estimation, concentration and adaptivity
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