A universal deviation inequality for random polytopes
Statistics Theory
2013-11-13 v1 Statistics Theory
Abstract
We consider the convex hull of a finite sample of i.i.d. points uniformly distributed in a convex body in , . We prove an exponential deviation inequality, which leads to rate optimal upper bounds on all the moments of the missing volume of the convex hull, uniformly over all convex bodies of , with no restriction on their volume, location in the space and smoothness of the boundary.
Cite
@article{arxiv.1311.2902,
title = {A universal deviation inequality for random polytopes},
author = {Victor-Emmanuel Brunel},
journal= {arXiv preprint arXiv:1311.2902},
year = {2013}
}