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Uniform concentration bounds for frequencies of rare events
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2022-07-06 , DOI: 10.1016/j.spl.2022.109610 Stéphane Lhaut , Anne Sabourin , Johan Segers
中文翻译:
罕见事件频率的统一浓度界限
更新日期:2022-07-06
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2022-07-06 , DOI: 10.1016/j.spl.2022.109610 Stéphane Lhaut , Anne Sabourin , Johan Segers
New Vapnik–Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The constants are explicit, enabling numerical comparisons.
中文翻译:
罕见事件频率的统一浓度界限
为独立随机样本的经验分布推导出新的 Vapnik-Chervonenkis 型浓度不等式。重点是低概率区域内 Borel 集类别的最大偏差。常量是显式的,可以进行数值比较。