Uniform concentration bounds for frequencies of rare events
Statistics Theory
2022-04-26 v2 Probability
Statistics Theory
Abstract
New Vapnik and Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The constants are explicit, enabling numerical comparisons.
Keywords
Cite
@article{arxiv.2110.05826,
title = {Uniform concentration bounds for frequencies of rare events},
author = {Stéphane Lhaut and Anne Sabourin and Johan Segers},
journal= {arXiv preprint arXiv:2110.05826},
year = {2022}
}
Comments
11 pages, 1 figure