Discrepancy, chaining and subgaussian processes
Mendelson, Shahar
Ann. Probab., Tome 39 (2011) no. 1, p. 985-1026 / Harvested from Project Euclid
We show that for a typical coordinate projection of a subgaussian class of functions, the infimum over signs infi) supf∈F|∑i=1k εif(Xi)| is asymptotically smaller than the expectation over signs as a function of the dimension k, if the canonical Gaussian process indexed by F is continuous. To that end, we establish a bound on the discrepancy of an arbitrary subset of ℝk using properties of the canonical Gaussian process the set indexes, and then obtain quantitative structural information on a typical coordinate projection of a subgaussian class.
Publié le : 2011-05-15
Classification:  Discrepancy,  generic chaining,  60C05,  60G15,  60D05
@article{1300281730,
     author = {Mendelson, Shahar},
     title = {Discrepancy, chaining and subgaussian processes},
     journal = {Ann. Probab.},
     volume = {39},
     number = {1},
     year = {2011},
     pages = { 985-1026},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1300281730}
}
Mendelson, Shahar. Discrepancy, chaining and subgaussian processes. Ann. Probab., Tome 39 (2011) no. 1, pp.  985-1026. http://gdmltest.u-ga.fr/item/1300281730/