Dimension-free comparison estimates for suprema of some canonical processes
Probability
2024-11-06 v2 Statistics Theory
Statistics Theory
Abstract
We obtain error approximation bounds between expected suprema of canonical processes that are generated by random vectors with independent coordinates and expected suprema of Gaussian processes. In particular, we obtain a sharper proximity estimate for Rademacher and Gaussian complexities. Our estimates are dimension-free, and depend only on the geometric parameters and the numerical complexity of the underlying index set.
Keywords
Cite
@article{arxiv.2312.14308,
title = {Dimension-free comparison estimates for suprema of some canonical processes},
author = {Shivam Sharma},
journal= {arXiv preprint arXiv:2312.14308},
year = {2024}
}
Comments
To appear in High Dimensional Probability Volume 10