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Bibliographic Details
Main Author: Sharma, Shivam
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2312.14308
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author Sharma, Shivam
author_facet Sharma, Shivam
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2312_14308
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Dimension-free comparison estimates for suprema of some canonical processes
Sharma, Shivam
Probability
Statistics Theory
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.
title Dimension-free comparison estimates for suprema of some canonical processes
topic Probability
Statistics Theory
url https://arxiv.org/abs/2312.14308