COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring. |

University of Cambridge > Talks.cam > Probability Theory and Statistics in High and Infinite Dimensions > Sequential complexities and uniform martingale LLN

## Sequential complexities and uniform martingale LLNAdd to your list(s) Download to your calendar using vCal - Alexander Rakhlin, University of Pennsylvania, The Wharton School
- Monday 23 June 2014, 11:30-12:00
- Centre for Mathematical Sciences, Meeting Room 2.
If you have a question about this talk, please contact clc32. Uniform laws of large numbers play a key role in statistics and learning theory. In this talk, we describe martingale analogues of the uniform laws and introduce new notions of ``sequential complexities’’. Extending the symmetrization technique to sequences of dependent random variables leads us to a notion of a tree. We then introduce a definition of a tree covering number, extend the chaining analysis, introduce an analogue of the VC dimension, and prove a counterpart to the classical combinatorial result of Vapnik-Chervonenkis-Sauer-Shelah. Our definitions and results can be seen as non-i.i.d. extensions of some of the key notions in empirical process theory. This talk is part of the Probability Theory and Statistics in High and Infinite Dimensions series. ## This talk is included in these lists:- All CMS events
- All Talks (aka the CURE list)
- CMS Events
- Centre for Mathematical Sciences, Meeting Room 2
- DPMMS Lists
- DPMMS info aggregator
- DPMMS lists
- Hanchen DaDaDash
- Interested Talks
- School of Physical Sciences
- Statistical Laboratory info aggregator
- bld31
Note that ex-directory lists are not shown. |
## Other listsThe Cambridge University Energy Network (CUEN) Cambridge-Africa Programme Clare Hall Lecture: The evolution of Abcam plc - 30 April 2013 Cambridge Cardiovascular Seminar Series Neurobiology Homerton CIG Series 2015 - 2016## Other talksFlow Cytometry Climate Change Uncertainty, Adaptation, and Growth Mechanistic model development to characterise drug effects on platelets over time in pharmaceutical research. Seminar – Why do policymakers seem to ignore your evidence? Beyond truth-as-correspondence: realism for realistic people Land of Eagles - Albania: from closed nation to wildlife paradise - where next? |