Upper bounds on product and multiplier empirical processes
Probability
2015-10-05 v2
Abstract
We study two empirical process of special structure: firstly, the centred multiplier process indexed by a class , , where the i.i.d. multipliers need not be independent of , and secondly, , the centred product process indexed by the classes and . We use chaining methods to obtain high probability upper bounds on the suprema of the two processes using a natural variation of Talagrand's -functionals.
Cite
@article{arxiv.1410.8003,
title = {Upper bounds on product and multiplier empirical processes},
author = {Shahar Mendelson},
journal= {arXiv preprint arXiv:1410.8003},
year = {2015}
}