搜索结果: 31-41 共查到“知识库 统计学 Inequalities”相关记录41条 . 查询时间(0.078 秒)
Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces
Martingale Representation Logarithmic Sobolev Inequality Hypercontractivity PathSpace
2009/5/8
We show how the Clark-Ocone-Haussmann formula for Brownian motion on a compact Riemannian manifold put forward by S. Fang in his proof of the spectral gap inequality for the Ornstein-Uhlenbeck operato...
Integral criteria for transportation cost inequalities
Transportation-cost inequalities OrliczSpaces
2009/4/22
In this paper, we provide a characterization of a large class of transportation-cost inequalities in terms of exponential integrability of the cost function under the reference probability measure. Ou...
Integral criteria for transportation cost inequalities
criteria transportation cost inequality
2009/4/1
In this paper, we provide a characterization of a large class of transportation-cost inequalities in terms of exponential integrability of the cost function under the reference probability measure. Ou...
Sharp edge，vertex，and mixed Cheeger type inequalities for finite Markov kernels
Sharp edge vertex mixed Cheeger type finite Markov kernels
2009/3/31
We show how the evolving set methodology of Morris and Peres can be used to show Cheeger inequalities for bounding the spectral gap of a finite Markov kernel. This leads to sharp versions of several p...
Large deviation principles for Markov processes via Phi-Sobolev inequalities
principle Markov process via Phi-Sobolev inequalities
2009/3/19
Via Phi-Sobolev inequalities, we give some sharp integrability conditions on $F$ for the large deviation principle of the empirical mean $frac{1}{T}{int_{0}^{T}{F(X_{s})}ds}$ for large time $T$, where...
Exponential inequalities for self-normalized martingales with applications
Exponential inequalities martingales autoregressive processes branching processes
2010/4/30
We propose several exponential inequalities for self-normalized
martingales similar to those established by De la Pe˜na. The keystone
is the introduction of a new notion of random variable heav...
Sparsity oracle inequalities for the Lasso
sparsity oracle inequalities Lasso penalized least squares nonparametric regression dimension reduction
2010/4/29
This paper studies oracle properties of ℓ1-penalized least squares
in nonparametric regression setting with random design. We show that the
penalized least squares estimator satisfies sparsity...
Structural adaptation via LLp-norm oracle inequalities
structural adaptation oracle inequalities minimax risk adaptive estimation optimal rates of convergence
2010/4/28
In this paper we study the problem of adaptive estimation of a multivariate function
satisfying some structural assumption. We propose a novel estimation procedure that
adapts simultaneously to unkn...
No fast exponential deviation inequalities for the progressive mixture rule
fast exponential deviation inequalities progressive mixture rule
2010/4/27
We consider the learning task consisting in predicting as well
as the best function in a finite reference set G up to the smallest possible
additive term. If R(g) denotes the generalization error of...
In the paper [16] Luo proved an inequality relating the Wigner-Yanase information and the
SLD-information. In this paper we prove that Luo’s inequality is a particular case of a general inequality wh...
Learning Trigonometric Polynomials from Random Samples and Exponential Inequalities for Eigenvalues of Random Matrices
eigenvalues exponential inequality learning theory randommatrix random sampling
2010/4/26
Motivated by problems arising in random sampling of trigonometric polynomials,
we derive exponential inequalities for the operator norm of the difference
between the sample second moment matrix n...