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Concentration Inequalities and Confidence Bands for Needlet Density Estimators on Compact Homogeneous Manifolds
Concentration Inequalities Confidence Bands Density Estimators
2011/3/21
Let $X_1,...,X_n$ be a random sample from some unknown probability density $f$ defined on a compact homogeneous manifold $\mathbf M$ of dimension $d \ge 1$. Consider a 'needlet frame' $\{\phi_{j \eta}...
Concentration inequalities of the cross-validation estimator for Empirical Risk Minimiser
Cross-validation generalization error concentration inequality optimal splitting resampling
2010/11/8
In this article, we derive concentration inequalities for the cross-validation estimate of the
generalization error for empirical risk minimizers. In the general setting, we prove sanity-check bounds...
Transportation Approach to Some Concentration Inequalities in Product Spaces
Concentration Inequalities Product Spaces Transportation
2009/5/12
Let P be any product (Borel) probability measure on product (Polish) space E and for vectors x,y,z in E let f(x,y,z) be the number of coordinates k for which x_k neither equals y_k nor z_k. Using a tr...