Skip navigation
Skip navigation

Discrepancy, chaining and subgaussian processes

Mendelson, Shahar


We show that for a typical coordinate projection of a subgaussian class of functions, the infimum over signs inf(εi) supf∈F Σi=1k εif (Xi)| is asymptotically smaller than the expectation over signs as a function of the dimension k, if the canonical Gaussian process indexed by F is continuous. To that end, we establish a bound on the discrepancy of an arbitrary subset of R{double-struck}k using properties of the canonical Gaussian process the set indexes, and then obtain quantitative structural...[Show more]

CollectionsANU Research Publications
Date published: 2011
Type: Journal article
Source: The Annals of Probability
DOI: 10.1214/10-AOP575


File Description SizeFormat Image
01_Mendelson_Discrepancy,_chaining_and_2011.pdfPublished Version362.22 kBAdobe PDFThumbnail

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator