Discrepancy, chaining and subgaussian processes
dc.contributor.author | Mendelson, Shahar | |
dc.date.accessioned | 2016-02-08T05:05:44Z | |
dc.date.available | 2016-02-08T05:05:44Z | |
dc.date.issued | 2011 | |
dc.date.updated | 2016-02-24T11:17:16Z | |
dc.description.abstract | 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 information on a typical coordinate projection of a subgaussian class. | |
dc.description.sponsorship | The research leading to the results presented here has received funding from the European Research Council under the European Community’s Seventh Frame-work Programme (FP7/2007-2013)/ERC Grant Agreement [203134], from the Israel Science Foundation Grant 666/06 and from the Australian Research Council Grant DP0986563. | en_AU |
dc.identifier.issn | 0091-1798 | en_AU |
dc.identifier.uri | http://hdl.handle.net/1885/97980 | |
dc.publisher | Institute of Mathematical Statistics | |
dc.relation | http://purl.org/au-research/grants/arc/DP0986563 | |
dc.rights | © Institute of Mathematical Statistics, 2011. http://www.sherpa.ac.uk/romeo/issn/0091-1798..."author can archive publisher's version/PDF. On author's personal website or open access repository" from SHERPA/RoMEO site (as at 8/02/16). | |
dc.source | The Annals of Probability | |
dc.subject | Keywords: Discrepancy; Generic chaining | |
dc.title | Discrepancy, chaining and subgaussian processes | |
dc.type | Journal article | |
local.bibliographicCitation.issue | 3 | en_AU |
local.bibliographicCitation.lastpage | 1026 | en_AU |
local.bibliographicCitation.startpage | 985 | en_AU |
local.contributor.affiliation | Mendelson, Shahar, College of Physical and Mathematical Sciences, CPMS Mathematical Sciences Institute, Centre for Mathematics and Its Applications, The Australian National University | en_AU |
local.contributor.authoremail | shahar.mendelson@anu.edu.au | en_AU |
local.contributor.authoruid | u4011413 | en_AU |
local.description.notes | Imported from ARIES | en_AU |
local.identifier.absfor | 010404 | en_AU |
local.identifier.absseo | 970101 | en_AU |
local.identifier.ariespublication | u4685828xPUB26 | en_AU |
local.identifier.citationvolume | 39 | en_AU |
local.identifier.doi | 10.1214/10-AOP575 | en_AU |
local.identifier.scopusID | 2-s2.0-79953204327 | |
local.identifier.uidSubmittedBy | u3488905 | en_AU |
local.type.status | Published Version | en_AU |
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