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An inequality for uniform deviations of sample averages from their means



An inequality for uniform deviations of sample averages from their means

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Document Type: Working paper
Date: 1998-02-01
This document is associated with a Creative Common license L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
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Citation: Statistics and Probability Letters, 44, (1999), pp. 55-62
Permanent link: http://hdl.handle.net/10230/905

Abstract:

We derive a new inequality for uniform deviations of averages from their means. The inequality is a common generalization of previous results of Vapnik and Chervonenkis (1974) and Pollard (1986). Using the new inequality we obtain tight bounds for empirical loss minimization learning.
Author: Bartlett, Peter ; Lugosi, Gábor
Other authors: Universitat Pompeu Fabra. Departament d'Economia i Empresa

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