Bounds for Rademacher Processes via Chaining

Details Bounds for Rademacher Processes via Chaining Bounds for Rademacher Processes via Chaining

2010-10-27

arxiv.org/abs/1010.5626v2

Mathematics

Statistics Theory

Scientific paper

We study Rademacher processes where the coefficients are functions evaluated at fixed, but arbitrary covariables. Specifically, we assume the function class under consideration to be parametrized by the standard cocube in l dimensions and we are mainly interested in the high-dimensional, asymptotic situation, that is, l as well the number of Rademacher variables n go to infinity with l much larger than n. We refine and apply classical entropy bounds and Majorizing Measures, both going back to the well known idea of chaining. That way, we derive general upper bounds for Rademacher processes. In the linear case and under high correlations, we further improve on these bounds. In particular, we give bounds independent of l for highly correlated covariables.

Affiliated with

Also associated with

No associations

Rating

Bounds for Rademacher Processes via Chaining does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Bounds for Rademacher Processes via Chaining, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Bounds for Rademacher Processes via Chaining will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-485321